Optimisation non Differentiable: Methodes de Faisceaux

Lemarechal, C. (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.

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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).

Item Type: Book Section
Research Programs: World Population (POP)
Depositing User: Romeo Molina
Date Deposited: 01 Dec 2016 10:38
Last Modified: 27 Aug 2021 17:41
URI: https://pure.iiasa.ac.at/14043

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