Nonsmoothness and a variable metric method

DOI10.1007/s10957-014-0622-7zbMath1322.90095OpenAlexW1998045815MaRDI QIDQ2346393

Shanshan Zhang, Adrian S. Lewis

Publication date: 1 June 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0622-7

zbMATH Keywords

stationary pointline searchtrust regionnonsmoothBroyden-Fletcher-Goldfarb-Shanno (BFGS)partial smoothness

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (7)

Nonsmooth Variants of Powell's BFGS Convergence Theorem ⋮ Adapting Regularized Low-Rank Models for Parallel Architectures ⋮ A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization ⋮ The noncooperative transportation problem and linear generalized Nash games ⋮ Solving linear generalized Nash equilibrium problems numerically ⋮ On Quasi-Newton Forward-Backward Splitting: Proximal Calculus and Convergence ⋮ Adaptive FISTA for Nonconvex Optimization

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• Trust Region Methods
• Convergence Properties of the BFGS Algoritm
• Active Sets, Nonsmoothness, and Sensitivity
• On the Convergence of the Variable Metric Algorithm
• A modified BFGS method and its global convergence in nonconvex minimization

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