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Globally convergent variable metric method for convex nonsmooth unconstrained minimization. (English) Zbl 0955.90102
Summary: A special variable metric method is given for finding minima of convex functions that are not necessarily differentiable. Time-consuming quadratic programming subproblems do not need to be solved. Global convergence of the method is established. Some encouraging numerical experience is reported.

MSC:
90C25 Convex programming
90C56 Derivative-free methods and methods using generalized derivatives
65K05 Numerical mathematical programming methods
Software:
PNEW
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References:
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