Abstract
We define a class of descent methods to minimize a nondifferentiable function. These methods are based on a representation of the objective which combines a quadratic approximation and the usual approximation by a piecewise linear function. Hence, they realize a synthesis between quasi-Newton methods and cutting plane methods. In addition, they have the particularity of requiring no sophisticated line search. They are also presented in ref. [7] (in English).
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© 1979 Springer-Verlag
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Lemarechal, C. (1979). Optimisation non Differentiable: Methodes de Faisceaux. In: Glowinski, R., Lions, J.L., Laboria, I. (eds) Computing Methods in Applied Sciences and Engineering, 1977, I. Lecture Notes in Mathematics, vol 704. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0063614
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DOI: https://doi.org/10.1007/BFb0063614
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