relation: https://pure.iiasa.ac.at/id/eprint/14043/
title: Optimisation non Differentiable: Methodes de Faisceaux
creator: Lemarechal, C.
description: We define a class of descent methods to minimize a nondifferentiable function. These methods are based on a representation of the objective which combines a quadratic approximation and the usual approximation by a piecewise linear function. Hence, they realize a synthesis between quasi-Newton methods and cutting plane methods. In addition, they have the particularity of requiring no sophisticated line search. They are also presented in ref. [7] (in English).
publisher: Springer Berlin Heidelberg
contributor: Glowinski, R.
contributor: Lions, J.L.
contributor: Liboria, I.
date: 2006
type: Book Section
type: PeerReviewed
identifier:   Lemarechal, C. <https://pure.iiasa.ac.at/view/iiasa/2110.html>  (2006).  Optimisation non Differentiable: Methodes de Faisceaux.    In:  Computing Methods in Applied Sciences and Engineering, 1977, I. Eds. Glowinski, R., Lions, J.L., & Liboria, I., pp. 53-61 Germany: Springer Berlin Heidelberg.  ISBN 978-3-540-35411-6 10.1007/BFb0063614 <https://doi.org/10.1007/BFb0063614>.     
relation: 10.1007/BFb0063614
identifier: 10.1007/BFb0063614
doi: 10.1007/BFb0063614