New limited memory bundle method for large-scale nonsmooth optimization

Optimization Methods and Software

Volumn 19, Issue 6, 2004, Pages 673-692

  Haarala, M ^a   Miettinen, K ^b   Makela M M ^a  

^a UNIVERSITY OF JYVÄSKYLÄ   (Finland)

^b HELSINKI SCHOOL OF ECONOMICS   (Finland)

Author keywords

Bundle methods; Large scale optimization; Limited memory methods; Nondifferentiable programming; Test problems; Variable metric methods

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; FUNCTIONS; MATRIX ALGEBRA; OPTIMIZATION; PROBLEM SOLVING;

BUNDLE METHODS; LARGE-SCALE OPTIMIZATION; LIMITED MEMORY METHODS; NONDIFFERENTIABLE PROGRAMMING; TEST PROBLEMS; VARIABLE METRIC METHODS;

NONLINEAR PROGRAMMING;

EID: 9944244537     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/10556780410001689225     Document Type: Article

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