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A Modified BFGS Formula Using a Trust Region Model for Nonsmooth Convex Minimizations
This paper proposes a modified BFGS formula using a trust region model for solving nonsmooth convex minimizations by using the Moreau-Yosida regularization (smoothing) approach and a new secant equation with a BFGS update formula. Our algorithm uses the function value information and gradient value...
Autores principales: | , , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2015
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4621044/ https://www.ncbi.nlm.nih.gov/pubmed/26501775 http://dx.doi.org/10.1371/journal.pone.0140606 |