A quasi-Newton method for unconstrained non-smooth problems
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Publication:2804871
DOI10.1080/00207160.2014.990896zbMath1342.65153OpenAlexW1967514516MaRDI QIDQ2804871
Publication date: 6 May 2016
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2014.990896
algorithmunconstrained optimizationconvergencevariational inequalityquasi-Newton methodnumerical resultnon-differentiable problems
Numerical mathematical programming methods (65K05) Variational inequalities (49J40) Methods of quasi-Newton type (90C53) Numerical methods for variational inequalities and related problems (65K15)
Cites Work
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- Proximity control in bundle methods for convex nondifferentiable minimization
- Variable metric bundle methods: From conceptual to implementable forms
- Globally convergent variable metric method for convex nonsmooth unconstrained minimization
- Methods of descent for nondifferentiable optimization
- A method for non-differentiable optimization problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- A variational method for unconstrained optimization problems
- Gradient projection methods for quadratic programs and applications in training support vector machines
- Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
- Network economics. A variational inequality approach.
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