A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
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DOI: 10.1080/10556788.2021.2023522
Abstract: This study aims to merge the well-established ideas of bundle and Gradient Sampling (GS) methods to develop an algorithm for locating a minimizer of a nonsmooth convex function. In the proposed method, with the help… read more here.
Keywords: nonsmooth convex; bundle methods; quasi newton; method ... See more keywords