A method for minimizing the sum of a convex function and a continuously differentiable function |
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Authors: | K. C. Kiwiel |
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Affiliation: | (1) Systems Research Institute, Polish Academy of Sciences, Warsaw, Poland |
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Abstract: | This paper presents a method for minimizing the sum of a possibly nonsmooth convex function and a continuously differentiable function. As in the convex case developed by the author, the algorithm is a descent method which generates successive search directions by solving quadratic programming subproblems. An inexact line search ensures global convergence of the method to stationary points. |
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Keywords: | Nonsmooth optimization nondifferentiable programming descent methods stationary points |
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