Globally Convergent Variable Metric Method for Nonconvex Nondifferentiable Unconstrained Minimization

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

Journal of Optimization Theory and Applications, 2001, vol. 111, issue 2, No 9, 407-430

Abstract: Abstract A special variable metric method is given for finding the stationary points of locally Lipschitz continuous functions which are not necessarily convex or 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; nonconvex minimization; numerical methods; variable metric methods; global convergence (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1011990503369

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