Abstract
The problem of minimization of a convex nonsmooth function in a finite-dimensional space is considered. The method employs the Moreau-Yosida regularization. To accelerate the computation process, the proximate function is constructed using quasi-Newton matrices.
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B. T. Polyak, Introduction to Optimization [in Russian], Nauka, Moscow (1983).
B. N. Pshenichnyi, E. I. Nenakhov, and V. N. Kuz’menko, “Modified cutting plane method for minimization of a convex function,” Kibern. Sist. Anal., No. 6, 142–149 (1997).
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Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 151–153, November–December, 1999.
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Nenakhov, É.I. A multipoint method of minimization of a convex function. Cybern Syst Anal 35, 973–975 (1999). https://doi.org/10.1007/BF02742290
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DOI: https://doi.org/10.1007/BF02742290