Some remarks on the construction of higher order algorithms in convex optimization

DOI10.1007/BF01448379zbMath0527.65042OpenAlexW2070461378MaRDI QIDQ595339

Jochem Zowe, Claude Lemaréchal

Publication date: 1983

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448379

zbMATH Keywords

convex optimizationNewton-like methodhigher order algorithmsTaylor development

Mathematics Subject Classification ID

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

Related Items

Optimization with nonsmooth data, A constraint linearization method for nondifferentiable convex minimization, A successive quadratic programming method for a class of constrained nonsmooth optimization problems, On the representation of approximate subdifferentials for a class of generalized convex functions, Benefit sharing in holding situations, On connections between approximate second-order directional derivative and second-order Dini derivative for convex functions, An introduction to the theory of nonsmooth optimization, Limiting behavior of the approximate second-order subdifferential of a convex function, Sensitivity analysis of the gratest eigenvalue of a symmetric matrix via the \(\epsilon\)-subdifferential of the associated convex quadratic form

Cites Work

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• Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
• Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
• Convex Analysis