Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization

نویسندگان

  • Robert Mifflin
  • Defeng Sun
  • Liqun Qi
چکیده

In this paper we provide implementable methods for solving nondifferentiable convex optimization problems. A typical method minimizes an approximate Moreau–Yosida regularization using a quasi-Newton technique with inexact function and gradient values which are generated by a finite inner bundle algorithm. For a BFGS bundle-type method global and superlinear convergence results for the outer iteration sequence are obtained.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 8  شماره 

صفحات  -

تاریخ انتشار 1998