Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization

Authors:
Robert Mifflin;Defeng Sun;Liqun Qi
Affiliations:
-;-;-
Venue:
SIAM Journal on Optimization
Year:
1998

Citing 0
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Abstract

In this paper we provide implementable methods for solving nondifferentiable convex optimization problems. A typical method minimizes an approximate Moreau--Yosida regularization using a quasi-Newton technique with inexact function and gradient values which are generated by a finite inner bundle algorithm. For a BFGS bundle-type method global and superlinear convergence results for the outer iteration sequence are obtained.