Results 161 to 170 of about 5,813 (191)

Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization

SIAM Journal on Optimization, 1998
In this paper we provide implementable methods for solving nondifferentiable convex optimization problems. A typical method minimizes an approximate Moreau--Yosida regularization using a quasi-Newton technique with inexact function and gradient values which are generated by a finite inner bundle algorithm.
Robert Mifflin, Defeng Sun, Liqun Qi 0001   +2 more
openaire   +3 more sources

Nonlocal quasi-Newton method for solving convex variational inequalities

Cybernetics and Systems Analysis, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Panin, V. M., Aleksandrova, V. M.
openaire   +2 more sources

A modified BFGS type quasi-Newton method with line search for symmetric nonlinear equations problems

Journal of Computational and Applied Mathematics, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function

Mathematical Programming, 1982
The recently proposed quasi-Newton method for constrained optimization has very attractive local convergence properties. To force global convergnce of the method, a descent method which uses Zangwill's penalty function and an exact line search has been proposed by Han.
openaire   +2 more sources

Quasi-Newton-Type Continuation Method for Nonlinear Receding Horizon Control

Journal of Guidance, Control, and Dynamics, 2002
A fast computational method of nonlinear receding horizon control is proposed, based on the continuation method combined with the quasi-Newton method. Jacobians in the differential equation of the unknown costate are replaced by their estimates, and the quasi-Newton method is employed to determine time derivatives of those estimates.
openaire   +1 more source

Quasi-Newton type proximal gradient method for nonconvex nonsmooth composite optimization problems

Journal of Global Optimization
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tanxing Wang, Yaning Jiang, Xingju Cai
openaire   +2 more sources

A Davidon-Fletcher-Powell Type Quasi-Newton Method to Solve Fuzzy Optimization Problems

2017
In this article, a Davidon-Fletcher-Powell type quasi-Newton method is proposed to capture nondominated solutions of fuzzy optimization problems. The functions that we attempt to optimize here are multivariable fuzzy-number-valued functions. The decision variables are considered to be crisp.
openaire   +2 more sources

Globally Convergent Quasi-Newton-Type Methods and Their Applications in Convex Minimization, Federated Learning and Variational Inequalities

Second-order methods are widely recognized for their rapid convergence; however, this advantage comes at the cost of computing and inverting full Hessians, which becomes impractical at scale. Quasi-Newton (QN) methods address this limitation by using it- erative Hessian approximations, combining strong practical performance with superlin- ear local ...
openaire   +1 more source

Nonmonotone Wolfe-type quasi-Newton methods for multiobjective optimization problems

Optimization
Ashutosh Upadhayay, Debdas Ghosh, Krishan Kumar   +2 more
openaire   +1 more source

Stochastic Quasi-Newton Methods

Proceedings of the IEEE, 2020
Aryan Mokhtari, Alejandro Ribeiro
exaly