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...

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Detalles Bibliográficos
Autores principales: Cui, Zengru, Yuan, Gonglin, Sheng, Zhou, Liu, Wenjie, Wang, Xiaoliang, Duan, Xiabin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Research Article
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

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