An active set method for solving linearly constrained nonsmooth optimization problems

DOI10.1007/BF02591738zbMath0641.90061MaRDI QIDQ3783077

E. R. Panier

Publication date: 1987

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

linear constraintsactive set algorithmbundle principleconvex nonsmooth objective function

Mathematics Subject Classification ID

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

Related Items

Subgradient projection algorithms for constrained nonsmooth optimization II: nonlinear constraints†, Relaxation methods for monotropic programs, Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions, Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization, A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization, Conditional subgradient optimization -- theory and applications, Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints

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