A numerical method for the unconstrained minimization of a convex nonsmooth function of several variables is presented. It is closely related to the "bundle type" approach and to the conjugate subgradient method. A way is suggested to reduce the amount of information to be stored during the computational procedure. Global convergence of the method to the minimum is proved.
A bundle type approach to the unconstrained minimization of convex nonsmooth functions
GAUDIOSO, Manlio;MONACO, Maria Flavia
1982-01-01
Abstract
A numerical method for the unconstrained minimization of a convex nonsmooth function of several variables is presented. It is closely related to the "bundle type" approach and to the conjugate subgradient method. A way is suggested to reduce the amount of information to be stored during the computational procedure. Global convergence of the method to the minimum is proved.File in questo prodotto:
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