Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
نویسندگان
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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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 8 شماره
صفحات -
تاریخ انتشار 1998