Globally Convergent Variable Metric Method for Convex Nonsmooth Unconstrained Minimization1

被引：0

作者：

L. Lukšan

J. Vlček

机构：

[1] Academy of Sciences of the Czech Republic,Institute of Computer Science

来源：

Journal of Optimization Theory and Applications | 1999年 / 102卷

关键词：

Nonsmooth minimization; convex minimization; numerical methods; variable metric methods; global convergence;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A special variable metric method is given for finding minima of convex functions that are not necessarily differentiable. Time-consuming quadratic programming subproblems do not need to be solved. Global convergence of the method is established. Some encouraging numerical experience is reported.

引用

页码：593 / 613

页数：20

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