To cite this record: http://ddd.uab.cat/record/153
A bundle-Newton method for nonsmooth unconstrained minimization
Luksan, Ladislav
Vlcek, Jan

Date: 1998
Abstract: An algorithm based on a combination of the polyhedral and quadratic approximation is given for finding stationary points for unconstrained minimization problems with locally Lipschitz problem functions that are not necessarily convex or differentiable. Global convergence of the algorithm is established. Under additional assumptions, it is shown that the algorithm generates Newton iterations and that the convergence is superlinear. Some encouraging numerical experience is reported. .
Language: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Subject: Nondifferentiable minimization ; Numerical methods ; Quadratic approximation ; Global convergence ; Superlinear convergence
Published in: Mathematical Programming, vol. 83 n. 3 (1998) p. 373-391, ISSN 0025-5610



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 Record created 2006-03-13, last modified 2014-06-14



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