A global and superlinearly convergent algorithm for nonlinear nondifferential convex programming problems with a generalized Armijo line-search
Optimization and Control
2013-09-06 v1
Abstract
This paper presents a new generalized Armijo's line-search method, and combines it with a phi-regulation defined to obtain a new algorithm solving the very general non-linear non-smooth convex programming. For the algorithm designed, the global convergence is proved and the algorithm has super-linear convergent rate under very weak conditions. This paper generalized the results of reference "Fukushima M and Qi LQ (1996) SIAM Journal of Optimization 6: 1106-20".
Cite
@article{arxiv.1309.0931,
title = {A global and superlinearly convergent algorithm for nonlinear nondifferential convex programming problems with a generalized Armijo line-search},
author = {Jiapu Zhang},
journal= {arXiv preprint arXiv:1309.0931},
year = {2013}
}