This paper gives some global and uniform convergence estimates for a class of subspace correction (based on space decomposition) iterative methods applied to some unconstrained con...
: Nowadays, solving nonsmooth (not necessarily differentiable) optimization problems plays a very important role in many areas of industrial applications. Most of the algorithms d...
Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, M¨akel¨a,...
Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...