Local properties of inexact methods for minimizing nonsmooth composite functions.(English)Zbl 0622.90072
The author studies methods for the minimization of a class of composite nondifferentiable functions, based on the use of equality-constrained quadratic programming subproblems. The effect of inexactness in solving these subproblems on the local convergence is discussed in detail.
Reviewer: J.-E.Martinez-Legaz
MSC:
| 90C30 | Nonlinear programming |
| 90C20 | Quadratic programming |
| 65K05 | Numerical mathematical programming methods |
Keywords:
composite functions;nonsmooth optimization;polyhedral convex functions;minimax functions;active set;strong uniqueness;composite nondifferentiable functions;equality-constrained quadratic programmingCite
Full Text:DOI
References:
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