Variable metric bundle methods : From conceptual to implementable forms
Lemaréchal, Claude
Sagastizábal, Claudia

Data: 1997
Resum: To minimize a convex function, we combine Moreau-Yosida regularizations, quasi-Newton matrices and bundling mechanisms. First we develop conceptual forms using "reversal" quasi-Newton formulae and we state their global and local convergence. Then, to produce implementable versions, we incorporate a bundle strategy together with a "curve-search". No convergence results are given for the implementable versions; however some numerical illustrations show their good behaviour even for large-scale problems. .
Llengua: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Matèria: Convex optimization ; Proximal point ; Bundle method ; Quasi-Newton ; Primary 65K05 ; Secondary 90C30 ; 52A41 ; 90C25
Publicat a: Mathematical Programming, vol. 76 n. 3 (1997) p. 393-410, ISSN 0025-5610

18 p, 881.4 KB
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