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Variable metric bundle methods: From conceptual to implementable forms.
- Source :
- Mathematical Programming; Mar1997, Vol. 76 Issue 3, p393-410, 18p
- Publication Year :
- 1997
-
Abstract
- To minimize a convex function, we combine Moreau-Yosida regularizations, quasi-Newton matrices and bundling mechanisms. First we develop conceptual forms using “reversal” quasi-Newton formulae and we state their global and local convergence. Then, to produce implementable versions, we incorporate a bundle strategy together with a “curve-search”. No convergence results are given for the implementable versions; however some numerical illustrations show their good behaviour even for large-scale problems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00255610
- Volume :
- 76
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Mathematical Programming
- Publication Type :
- Academic Journal
- Accession number :
- 49843651
- Full Text :
- https://doi.org/10.1007/BF02614390