Journal of applied mathematics & informatics

한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

A QUASI-NEWTON BUNDLE METHOD BASED ON APPROXIMATE SUBGRADIENTS

  • Jie, Shen (CORA, Department of Applied Mathematics, Dalian University of Technology) ;
  • Pang, Li-Ping (CORA, Department of Applied Mathematics, Dalian University of Technology)
  • 발행 : 2007.01.31

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초록

In this paper we propose an implementable method for solving a nonsmooth convex optimization problem by combining Moreau-Yosida regularization, bundle and quasi-Newton ideas. The method we propose makes use of approximate subgradients of the objective function, which makes the method easier to implement. We also prove the convergence of the proposed method under some additional assumptions.

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