Original title: Variable Metric Method for Nonconvex Nonsmooth Unconstrained Minimization
Authors: Vlček, Jan ; Lukšan, Ladislav
Document type: Papers
Conference/Event: SANM'99. Summer School on Software and Algorithms of Numerical Mathematics /13./, Nečtiny (CZ), 1999-09-06 / 1999-09-10
Year: 1999
Language: eng
Abstract: A special variable metric method is given for finding stationary points of locally Lipschitz continuous functions which are not necessarily convex or differentiable. Time consuming quadratic programming subproblems do not need to be solved. Some variable numerical experience is reported.
Keywords: global convergence; nonconvex minimization; nonsmooth minimization; numerical methods; variable metric methods
Project no.: AV0Z1030915 (CEP), IAA2030706 (CEP)
Funding provider: GA AV ČR
Host item entry: Proceedings of the XIIIth summer school software and algorithms of numerical mathematics, ISBN 80-7082-566-9

Institution: Institute of Computer Science AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0124034

Permalink: http://www.nusl.cz/ntk/nusl-33862


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Research > Institutes ASCR > Institute of Computer Science
Conference materials > Papers