A feasible directions method for nonsmooth convex optimization
نویسندگان
چکیده
منابع مشابه
A Feasible Directions Method for Nonsmooth Convex Optimization
We propose a new technique for minimization of convex functions not necessarily smooth. Our approach employs an equivalent constrained optimization problem and approximated linear programs obtained with cutting planes. At each iteration a search direction and a step length are computed. If the step length is considered “non serious”, a cutting plane is added and a new search direction is comput...
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ژورنال
عنوان ژورنال: Structural and Multidisciplinary Optimization
سال: 2011
ISSN: 1615-147X,1615-1488
DOI: 10.1007/s00158-011-0634-y