Globally convergent limited memory bundle method for large-scale nonsmooth optimization

Mathematical Programming

Volumn 109, Issue 1, 2007, Pages 181-205

  Haarala, Napsu ^a   Miettinen, Kaisa ^b   Mäkelä, Marko M ^c  

^a UNIVERSITY OF THE WITWATERSRAND   (South Africa)

^b HELSINKI SCHOOL OF ECONOMICS   (Finland)

^c UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Bundle methods; Global convergence; Large scale optimization; Limited memory methods; Nondifferentiable programming; Variable metric methods

Indexed keywords

COMPUTATIONAL COMPLEXITY; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; OPTIMIZATION;

BUNDLE METHODS; GLOBAL CONVERGENCE; LARGE-SCALE OPTIMIZATION; LIMITED MEMORY METHODS; NONDIFFERENTIABLE PROGRAMMING; VARIABLE METRIC METHODS;

PROBLEM SOLVING;

EID: 33845348915     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-006-0728-2     Document Type: Article

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