4 search results - page 1 / 1 » A doubly stabilized bundle method for nonsmooth convex optim... |
79
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MP
2007
14 years 11 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,...
100
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JOTA
2011
14 years 7 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...
117
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JMLR
2010
14 years 10 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...
102
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SIAMJO
2002
14 years 12 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...