Variable metric method for minimization of partially separable nonsmooth functions
نویسندگان
چکیده
In this report, we propose a new partitioned variable metric method for minimizing nonsmooth partially separable functions. After a short introduction, the complete algorithm is introduced and some implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Computational experiments given confirm efficiency and robustness of the new method.
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