A bundle-Newton method for nonsmooth unconstrained minimization

Data:	1998
Resum:	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. .
Drets:	Tots els drets reservats.
Llengua:	Anglès
Document:	Article ; recerca ; Versió publicada
Matèria:	Nondifferentiable minimization ; Numerical methods ; Quadratic approximation ; Global convergence ; Superlinear convergence
Publicat a:	Mathematical Programming, vol. 83 n. 3 (1998) p. 373-391, ISSN 0025-5610

19 p, 692.2 KB

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