Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4636659 | Applied Mathematics and Computation | 2006 | 11 Pages |
Abstract
We propose an algorithm for solving nonsmooth convex constrained problems, which is close in spirit and structure to the well-developed unconstrained variable metric method. In the algorithm, time-consuming quadratic programming subproblems do not need to be solved. Furthermore, neither penalty function nor filter is employed. Global convergence of the method is established. Some encouraging preliminary computational results are reported.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yehui Peng, Zhenhai Liu,