RT Book, Section
SR 00
ID 10.1007/BFb0063614
A1 Lemarechal, C.
T1 Optimisation non Differentiable: Methodes de Faisceaux
YR 2006
FD 2006
VO 704
SP 53
OP 61
AB 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).
A2 Glowinski, R.
A2 Lions, J.L.
A2 Liboria, I.
T2 Computing Methods in Applied Sciences and Engineering, 1977, I
PB Springer Berlin Heidelberg
PP Germany
T3 Lecture Notes in Mathematics
SN 978-3-540-35411-6
AV Published
LK https://pure.iiasa.ac.at/id/eprint/14043/