Globally Convergent Variable Metric Method for Convex Nonsmooth Unconstrained Minimization1

L. Lukšan and J. Vlček
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L. Lukšan: Academy of Sciences of the Czech Republic
J. Vlček: Academy of Sciences of the Czech Republic

Journal of Optimization Theory and Applications, 1999, vol. 102, issue 3, No 6, 593-613

Abstract: Abstract 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.

Keywords: Nonsmooth minimization; convex minimization; numerical methods; variable metric methods; global convergence (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1022650107080

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