An Approximate Quasi-Newton Bundle-Type Method for Nonsmooth Optimization
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-04-18
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
An implementable algorithm for solving a nonsmooth convex optimization problem is proposed by combining Moreau-Yosida regularization and bundle and quasi-Newton ideas.
In contrast with quasi-Newton bundle methods of Mifflin et al.
(1998), we only assume that the values of the objective function and its subgradients are evaluated approximately, which makes the method easier to implement.
Under some reasonable assumptions, the proposed method is shown to have a Q-superlinear rate of convergence.
American Psychological Association (APA)
Shen, Jie& Pang, Li-Ping& Li, Dan. 2013. An Approximate Quasi-Newton Bundle-Type Method for Nonsmooth Optimization. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-491447
Modern Language Association (MLA)
Shen, Jie…[et al.]. An Approximate Quasi-Newton Bundle-Type Method for Nonsmooth Optimization. Abstract and Applied Analysis No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-491447
American Medical Association (AMA)
Shen, Jie& Pang, Li-Ping& Li, Dan. An Approximate Quasi-Newton Bundle-Type Method for Nonsmooth Optimization. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-491447
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-491447