A Modified BFGS Formula Using a Trust Region Model for Nonsmooth Convex Minimizations.

A Modified BFGS Formula Using a Trust Region Model for Nonsmooth Convex Minimizations.

This paper proposes a modified BFGS formula using a trust region model for solving nonsmooth convex minimizations by using the Moreau-Yosida regularization (smoothing) approach and a new secant equation with a BFGS update formula. Our algorithm uses the function value information and gradient value...

Full description

Bibliographic Details
Main Authors: Zengru Cui, Gonglin Yuan, Zhou Sheng, Wenjie Liu, Xiaoliang Wang, Xiabin Duan
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2015-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC4621044?pdf=render

Internet

http://europepmc.org/articles/PMC4621044?pdf=render

Similar Items