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A descent algorithm for nonsmooth convex optimization

✍ Scribed by Masao Fukushima

Book ID
110572986
Publisher
Springer-Verlag
Year
1984
Tongue
English
Weight
560 KB
Volume
30
Category
Article
ISSN
0025-5610

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A bundle-filter method for nonsmooth con
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For solving nonsmooth convex constrained optimization problems, we propose an algorithm which combines the ideas of the proximal bundle methods with the filter strategy for evaluating candidate points. The resulting algorithm inherits some attractive features from both approaches. On the one hand, i