Diagonal bundle method for nonsmooth sparse optimization
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Publication:495735
DOI10.1007/s10957-014-0666-8zbMath1323.65069OpenAlexW1985700739WikidataQ109595645 ScholiaQ109595645MaRDI QIDQ495735
Publication date: 15 September 2015
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-014-0666-8
convergencenonconvex optimizationnondifferentiable optimizationnumerical experimentbundle methodslarge-scale problemsdiagonal variable metric methodssparse problems
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)
Related Items (9)
Numerical infinitesimals in a variable metric method for convex nonsmooth optimization ⋮ New diagonal bundle method for clustering problems in large data sets ⋮ Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization ⋮ Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials ⋮ Essentials of numerical nonsmooth optimization ⋮ New active set identification for general constrained optimization and minimax problems ⋮ Diagonal discrete gradient bundle method for derivative free nonsmooth optimization ⋮ Essentials of numerical nonsmooth optimization ⋮ Non-smooth optimization based on resilient backpropagation search for unconstrained and simply bounded problems
Uses Software
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