An Approximate Quasi-Newton Bundle-Type Method for Nonsmooth Optimization

An implementable algorithm for solving a nonsmooth convex optimization problem is proposed by combining Moreau-Yosida regularization and bundle and quasi-Newton ideas. In contrast with quasi-Newton bundle methods of Mifflin et al. (1998), we only assume that the values of the objective function and...

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Bibliographic Details
Main Authors: Jie Shen, Li-Ping Pang, Dan Li
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/697474