A Descent Algorithm for Minimizing Polyhedral Convex Functions

DOI10.1137/0904053zbMath0536.65050OpenAlexW2027297683MaRDI QIDQ3321363

David I. Clark, Michael R. Osborne

Publication date: 1983

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0904053

zbMATH Keywords

nonsmooth optimizationparameter estimationnumerical experimentspenalty functionscontinuation methodsline searchorthogonal factorizationspiecewise linear functionpolyhedral convex functionsdescent algorithmrank regression problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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