Convergence Rates of Quasi-Newton Algorithms for Some Nonsmooth Optimization Problems

DOI10.1137/0323026zbMath0571.90083OpenAlexW2174002240MaRDI QIDQ3688119

Ekkehard W. Sachs

Publication date: 1985

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0323026

zbMATH Keywords

nonsmooth optimizationquasi-Newton methodssuperlinear convergence rateBroyden updatesapproximations of the derivativeinexact step-size rules

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

Convergence properties of the Broyden-like method for mixed linear-nonlinear systems of equations ⋮ The column-updating method for solving nonlinear equations in Hilbert space ⋮ Superlinear convergence of a trust region type successive linear programming method ⋮ Broyden's method in Hilbert space ⋮ Unnamed Item ⋮ Local convergence of quasi-Newton methods under metric regularity ⋮ Mesh independence of Newton-like methods for infinite dimensional problems ⋮ Unnamed Item ⋮ A hybrid semismooth quasi-Newton method for nonsmooth optimal control with PDEs