| Data: |
1997 |
| Resum: |
Some recent algorithms for nonsmooth optimization require solutions to certain piecewise quadratic programming subproblems. Two types of subproblems are considered in this paper. The first type seeks the minimization of a continuously differentiable and strictly convex piecewise quadratic function subject to linear equality constraints. We prove that a nonsmooth version of Newton's method is globally and finitely convergent in this case. The second type involves the minimization of a possibly nonconvex and nondifferentiable piecewise quadratic function over a Euclidean ball. Characterizations of the global minimizer are studied under various conditions. The results extend a classical result on the trust region problem. . |
| Drets: |
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| Llengua: |
Anglès |
| Document: |
Article ; recerca ; Versió publicada |
| Matèria: |
Newton's method ;
Nonsmooth optimization ;
Piecewise quadratic programming ;
Trust region problems |
| Publicat a: |
Mathematical Programming, vol. 76 n. 3 (1997) p. 451-467, ISSN 0025-5610 |
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