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A variable metric method for nonsmooth convex constrained optimization
DOI:10.1016/j.amc.2006.05.132.png)
摘要
En 中文
We propose an algorithm for solving nonsmooth convex constrained problems, which is close in spirit and structure to the well-developed unconstrained variable metric method. In the algorithm, time-consuming quadratic programming sub-problems do not need to be solved. Furthermore, neither penalty function nor filter is employed. Global convergence of the method is established. Some encouraging preliminary computational results are reported. (c) 2006 Elsevier Inc. All rights reserved.
Keyword:
constrained optimization
nonsmooth convex optimization
variable metric method
global convergence
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
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暂无机构信息
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