Open Access
2013 An Approximate Quasi-Newton Bundle-Type Method for Nonsmooth Optimization
Jie Shen, Li-Ping Pang, Dan Li
Abstr. Appl. Anal. 2013(SI07): 1-7 (2013). DOI: 10.1155/2013/697474


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 its subgradients are evaluated approximately, which makes the method easier to implement. Under some reasonable assumptions, the proposed method is shown to have a Q-superlinear rate of convergence.


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Jie Shen. Li-Ping Pang. Dan Li. "An Approximate Quasi-Newton Bundle-Type Method for Nonsmooth Optimization." Abstr. Appl. Anal. 2013 (SI07) 1 - 7, 2013.


Published: 2013
First available in Project Euclid: 26 February 2014

zbMATH: 1278.90315
MathSciNet: MR3045068
Digital Object Identifier: 10.1155/2013/697474

Rights: Copyright © 2013 Hindawi

Vol.2013 • No. SI07 • 2013
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