4 search results - page 1 / 1 » A doubly stabilized bundle method for nonsmooth convex optim... |
MP
2007
13 years 4 months ago
2007
Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, M¨akel¨a,...
JOTA
2011
12 years 11 months ago
2011
: Nowadays, solving nonsmooth (not necessarily differentiable) optimization problems plays a very important role in many areas of industrial applications. Most of the algorithms d...
JMLR
2010
13 years 3 months ago
2010
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
SIAMJO
2002
13 years 4 months ago
2002
We study a class of generalized bundle methods for which the stabilizing term can be any closed convex function satisfying certain properties. This setting covers several algorithm...