منابع مشابه
A Quasi-Newton Approach to Nonsmooth Convex Optimization A Quasi-Newton Approach to Nonsmooth Convex Optimization
We extend the well-known BFGS quasi-Newton method and its limited-memory variant (LBFGS) to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: The local quadratic model, the identification of a descent direction, and the Wolfe line search conditions. We apply the resulting subLBFGS algorithm to L2-reg...
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We extend the well-known BFGS quasiNewton method and its limited-memory variant (LBFGS) to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: The local quadratic model, the identification of a descent direction, and the Wolfe line search conditions. We apply the resulting sub(L)BFGS algorithm to L2-re...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1986
ISSN: 0022-247X
DOI: 10.1016/s0022-247x(86)80008-7