Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique
نویسندگان
چکیده
منابع مشابه
Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique
We consider the problem of minimizing nonsmooth convex functions, defined piecewise by a finite number of functions each of which is either convex quadratic or twice continuously differentiable with positive definite Hessian on the set of interest. This is a particular case of functions with primal-dual gradient structure, a notion closely related to the so-called VU space decomposition: at a g...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2009
ISSN: 1052-6234,1095-7189
DOI: 10.1137/080729864