Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
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References listed on IDEAS
- Christian Clason & Karl Kunisch, 2012. "A measure space approach to optimal source placement," Computational Optimization and Applications, Springer, vol. 53(1), pages 155-171, September.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
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KeywordsNonsmooth convex minimization; Trust region; L-BFGS update; Global convergence;
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