-
2
-
-
0001360721
-
A family of variable metric proximal methods
-
J. BONNANS, J. GILBERT, C. LEMARÉCHAL, AND C. SAGASTIZÁBAL, A family of variable metric proximal methods, Math. Programming, 68 (1995), pp. 15-47.
-
(1995)
Math. Programming
, vol.68
, pp. 15-47
-
-
Bonnans, J.1
Gilbert, J.2
Lemaréchal, C.3
Sagastizábal, C.4
-
3
-
-
0000302437
-
On the local and superlinear convergence of quasi-Newton methods
-
C. G. BROYDEN, J. E. DENNIS, AND J. J. MORÉ, On the local and superlinear convergence of quasi-Newton methods, J. Inst. Math. Appl., 12 (1973), pp. 223-246.
-
(1973)
J. Inst. Math. Appl.
, vol.12
, pp. 223-246
-
-
Broyden, C.G.1
Dennis, J.E.2
Moré, J.J.3
-
4
-
-
0001423485
-
A tool for the analysis of quasi-Newton methods with application to unconstrained minimization
-
R. H. BYRD AND J. NOCEDAL, A tool for the analysis of quasi-Newton methods with application to unconstrained minimization, SIAM J. Numer. Anal., 26 (1989), pp. 727-739.
-
(1989)
SIAM J. Numer. Anal.
, vol.26
, pp. 727-739
-
-
Byrd, R.H.1
Nocedal, J.2
-
5
-
-
0000436840
-
On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms
-
X. CHEN, On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms, Ann. Inst. Statist. Math., 42 (1990), pp. 387-401.
-
(1990)
Ann. Inst. Statist. Math.
, vol.42
, pp. 387-401
-
-
Chen, X.1
-
6
-
-
0028436825
-
A parameterized Newton method and a quasi-Newton method for nonsmooth equations
-
X. CHEN AND L. QI, A parameterized Newton method and a quasi-Newton method for nonsmooth equations, J. Comp. Optim. Appl., 3 (1994), pp. 157-179.
-
(1994)
J. Comp. Optim. Appl.
, vol.3
, pp. 157-179
-
-
Chen, X.1
Qi, L.2
-
7
-
-
0001913097
-
Newton's method for quadratic stochastic programs with recourse
-
X. CHEN, L. QI, AND R. S. WOMERSLEY, Newton's method for quadratic stochastic programs with recourse, J. Comput. Appl. Math., 60 ( 1995), pp. 29-46.
-
(1995)
J. Comput. Appl. Math.
, vol.60
, pp. 29-46
-
-
Chen, X.1
Qi, L.2
Womersley, R.S.3
-
8
-
-
21344434512
-
A parallel inexact Newton method for stochastic programs with recourse
-
to appear
-
X. CHEN AND R. S. WOMERSLEY, A parallel inexact Newton method for stochastic programs with recourse, Ann. Oper. Res., (1996), to appear.
-
(1996)
Ann. Oper. Res.
-
-
Chen, X.1
Womersley, R.S.2
-
9
-
-
0003024010
-
On the convergence of some quasi-Newton methods for nonlinear equations with nondifferentiable operators
-
X. CHEN AND T. YAMAMOTO, On the convergence of some quasi-Newton methods for nonlinear equations with nondifferentiable operators, Computing, 48 (1992), pp. 87-94.
-
(1992)
Computing
, vol.48
, pp. 87-94
-
-
Chen, X.1
Yamamoto, T.2
-
10
-
-
84966259557
-
A characterization of superlinear convergence and its application to quasi-Newton methods
-
J. E. DENNIS AND J. J. MORÉ, A characterization of superlinear convergence and its application to quasi-Newton methods, Math. Comp., 28 (1974), pp. 549-560.
-
(1974)
Math. Comp.
, vol.28
, pp. 549-560
-
-
Dennis, J.E.1
Moré, J.J.2
-
11
-
-
0004041275
-
-
Prentice-Hall, Inc., Englewood Cliffs, NJ
-
J. E. DENNIS, JR., AND R. B. SCHNABEL, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice-Hall, Inc., Englewood Cliffs, NJ, 1983.
-
(1983)
Numerical Methods for Unconstrained Optimization and Nonlinear Equations
-
-
Dennis Jr., J.E.1
Schnabel, R.B.2
-
12
-
-
0000947761
-
Convergence theorems for least-change secant update methods
-
J. E. DENNIS AND H. F. WALKER, Convergence theorems for least-change secant update methods, SIAM J. Numer. Anal., 18 (1981), pp. 949-987.
-
(1981)
SIAM J. Numer. Anal.
, vol.18
, pp. 949-987
-
-
Dennis, J.E.1
Walker, H.F.2
-
13
-
-
0029291042
-
1 functions and the Maratos effect
-
1 functions and the Maratos effect, Oper. Res. Lett., 17 (1995), pp. 131-137.
-
(1995)
Oper. Res. Lett.
, vol.17
, pp. 131-137
-
-
Facchinei, F.1
-
14
-
-
0003768769
-
-
John Wiley & Sons Ltd., Chichester, New York
-
R. FLETCHER, Practical Methods of Optimization, 2nd ed., John Wiley & Sons Ltd., Chichester, New York, 1987.
-
(1987)
Practical Methods of Optimization, 2nd Ed.
-
-
Fletcher, R.1
-
15
-
-
34249975203
-
Some numerical experiments with variable-storage quasi-Newton algorithms
-
J. C. GILBERT AND C. LEMARÉCHAL, Some numerical experiments with variable-storage quasi-Newton algorithms, Math. Programming, 45 (1989), pp. 407-435.
-
(1989)
Math. Programming
, vol.45
, pp. 407-435
-
-
Gilbert, J.C.1
Lemaréchal, C.2
-
16
-
-
0009351554
-
Solving nonsmooth equations by means of quasi-Newton methods with globalization
-
D. Du, L. Qi, and R. S. Womersley, eds., World Scientific, River Edge, NJ
-
M. A. GOMES-RUGGIERO, J. M. MARTÍNEZ, AND S. A. SANTOS, Solving nonsmooth equations by means of quasi-Newton methods with globalization, in Recent Advances in Nonsmooth Optimization, D. Du, L. Qi, and R. S. Womersley, eds., World Scientific, River Edge, NJ, 1995, pp. 121-140.
-
(1995)
Recent Advances in Nonsmooth Optimization
, pp. 121-140
-
-
Gomes-Ruggiero, M.A.1
Martínez, J.M.2
Santos, S.A.3
-
17
-
-
0026993855
-
Fast algorithms for nonsmooth compact fixed point problems
-
M. HEINKENSCHLOSS, C. T. KELLEY, AND H. T. TRAN, Fast algorithms for nonsmooth compact fixed point problems, SIAM J. Numer. Anal., 29 (1992), pp. 1769-1792.
-
(1992)
SIAM J. Numer. Anal.
, vol.29
, pp. 1769-1792
-
-
Heinkenschloss, M.1
Kelley, C.T.2
Tran, H.T.3
-
19
-
-
0027110831
-
Local convergence of quasi-Newton methods for B-differentiable equations
-
C. M. IP AND J. KYPARISIS, Local convergence of quasi-Newton methods for B-differentiable equations, Math. Programming, 56 (1992), pp. 71-89.
-
(1992)
Math. Programming
, vol.56
, pp. 71-89
-
-
Ip, C.M.1
Kyparisis, J.2
-
20
-
-
0001436781
-
Local uniqueness and convergence of iterative methods for nonsmooth variational inequalities
-
H. JIANG AND L. QI, Local uniqueness and convergence of iterative methods for nonsmooth variational inequalities, J. Math. Anal. Appl., 196 (1995), pp. 314-331.
-
(1995)
J. Math. Anal. Appl.
, vol.196
, pp. 314-331
-
-
Jiang, H.1
Qi, L.2
-
22
-
-
84968512240
-
On the relation between two local convergence theories of least change secant update methods
-
J. M. MARTÍNEZ, On the relation between two local convergence theories of least change secant update methods, Math. Comp., 59 (1992), pp. 457-481.
-
(1992)
Math. Comp.
, vol.59
, pp. 457-481
-
-
Martínez, J.M.1
-
23
-
-
0000525068
-
Least change update methods for nonlinear systems with nondifferentiable terms
-
J. M. MARTÍNEZ AND M. C. ZAMBALDI, Least change update methods for nonlinear systems with nondifferentiable terms, Numer. Funct. Anal. Optim., 14 (1993), pp. 405-415.
-
(1993)
Numer. Funct. Anal. Optim.
, vol.14
, pp. 405-415
-
-
Martínez, J.M.1
Zambaldi, M.C.2
-
25
-
-
0001601094
-
Newton methods for B-differentiable equations
-
J. S. PANG, Newton methods for B-differentiable equations, Math. Oper. Res., 15 (1990), pp. 311-341.
-
(1990)
Math. Oper. Res.
, vol.15
, pp. 311-341
-
-
Pang, J.S.1
-
26
-
-
0003098115
-
Minimization of locally Lipschitzian functions
-
J. S. PANG, S. P. HAN, AND N. RANGARAJ, Minimization of locally Lipschitzian functions, SIAM J. Optim., 1 (1991), pp. 57-82.
-
(1991)
SIAM J. Optim.
, vol.1
, pp. 57-82
-
-
Pang, J.S.1
Han, S.P.2
Rangaraj, N.3
-
27
-
-
0003317924
-
Nonsmooth equations: Motivation and algorithms
-
J. S. PANG AND L. QI, Nonsmooth equations: motivation and algorithms, SIAM J. Optim., 3 (1993), pp. 443-465.
-
(1993)
SIAM J. Optim.
, vol.3
, pp. 443-465
-
-
Pang, J.S.1
Qi, L.2
-
28
-
-
21844494543
-
1 minimization problems
-
1 minimization problems, J. Optim. Theory Appl., 85 (1995), pp. 633-648.
-
(1995)
J. Optim. Theory Appl.
, vol.85
, pp. 633-648
-
-
-
29
-
-
0002855438
-
Some global convergence properties of a variable metric algorithm for minimization without exact line searches
-
R. W. Cottle and C. E. Lemke, eds., American Mathematical Society, Providence, RI
-
M. J. D. POWELL, Some global convergence properties of a variable metric algorithm for minimization without exact line searches, in Nonlinear Programming, SIAM-AMS Proceedings, Vol. IX, R. W. Cottle and C. E. Lemke, eds., American Mathematical Society, Providence, RI, 1976.
-
(1976)
Nonlinear Programming, SIAM-AMS Proceedings
, vol.9
-
-
Powell, M.J.D.1
-
30
-
-
0000607524
-
Convergence analysis of some algorithms for solving nonsmooth equations
-
L. QI, Convergence analysis of some algorithms for solving nonsmooth equations, Math. Oper. Res., 18 (1993), pp. 227-244.
-
(1993)
Math. Oper. Res.
, vol.18
, pp. 227-244
-
-
Qi, L.1
-
31
-
-
0028427060
-
1 optimization problems
-
1 optimization problems, Math. Programming, 64 (1994), pp. 277-294.
-
(1994)
Math. Programming
, vol.64
, pp. 277-294
-
-
-
32
-
-
0027543961
-
A nonsmooth version of Newton's method
-
L. QI AND J. SUN, A nonsmooth version of Newton's method, Math. Programming, 58 (1993), pp. 353-367.
-
(1993)
Math. Programming
, vol.58
, pp. 353-367
-
-
Qi, L.1
Sun, J.2
-
33
-
-
21844515540
-
An SQP algorithm for extended linear-quadratic problems in stochastic programming
-
L. QI AND R. WOMERSLEY, An SQP algorithm for extended linear-quadratic problems in stochastic programming, Ann. Oper. Res., 56 (1995), pp. 251-285.
-
(1995)
Ann. Oper. Res.
, vol.56
, pp. 251-285
-
-
Qi, L.1
Womersley, R.2
-
34
-
-
0020929964
-
A dual solution procedure for quadratic stochastic programs with simple recourse
-
V. Pereyra and A. Reinoza, eds., Springer-Verlag, Berlin
-
R. T. ROCKAFELLAR AND R. J.-B. WETS, A dual solution procedure for quadratic stochastic programs with simple recourse, in Numerical Methods, Lecture Notes in Mathematics 1005, V. Pereyra and A. Reinoza, eds., Springer-Verlag, Berlin, 1983, pp. 252-265.
-
(1983)
Numerical Methods, Lecture Notes in Mathematics 1005
, pp. 252-265
-
-
Rockafellar, R.T.1
Wets, R.J.-B.2
-
35
-
-
0013675612
-
Linear-quadratic problems with stochastic penalties: The finite generation algorithm
-
V. I. Arkin, A. Shiraev, and R. J.-B. Wets, eds., Springer-Verlag, Berlin
-
_, Linear-quadratic problems with stochastic penalties: The finite generation algorithm, in Stochastic Optimization, Lecture Notes in Control and Information Sciences 81, V. I. Arkin, A. Shiraev, and R. J.-B. Wets, eds., Springer-Verlag, Berlin, 1987, pp. 545-560.
-
(1987)
Stochastic Optimization, Lecture Notes in Control and Information Sciences 81
, pp. 545-560
-
-
-
36
-
-
0025460884
-
Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time
-
_, Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time, SIAM J. Control Optim., 28 (1990), pp. 810-822.
-
(1990)
SIAM J. Control Optim.
, vol.28
, pp. 810-822
-
-
-
37
-
-
0000712015
-
Primal-dual projected gradient algorithms for extended linear-quadratic programming
-
C. ZHU AND R. T. ROCKAFELLAR, Primal-dual projected gradient algorithms for extended linear-quadratic programming, SIAM J. Optim., 3 (1993), pp. 751-783.
-
(1993)
SIAM J. Optim.
, vol.3
, pp. 751-783
-
-
Zhu, C.1
Rockafellar, R.T.2
|