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A variable metric method for nonsmooth convex constrained optimization

delete2006-12-01
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PRE
AI
彭
彭叶辉 (Yehui Peng) *
L
Liu, Zhenhai
DOI:10.1016/j.amc.2006.05.132delete
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Abstract

Abstract

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.
Keywords:
constrained optimization
nonsmooth convex optimization
variable metric method
global convergence

Journal

Applied Mathematics and Computation cover
Applied Mathematics and Computation
IF:
3.4
Papers:
2.3W
Citations:
3.3W

Organization

No organization information available
Cited Papers

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