Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
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Publication:3837285
DOI10.1137/S0363012994274823zbMath0871.90062OpenAlexW2059589283MaRDI QIDQ3837285
Publication date: 8 December 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012994274823
nonsmooth equationslinearly constrained optimizationstochastic programs with recourseLipschitz gradientquasi-Newton matrix
Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Parallel numerical computation (65Y05)
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