Title :
Lyapunov methods in nonsmooth optimization. Part I: Quasi-Newton algorithms for Lipschitz, regular functions
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Abstract :
A recent converse Lyapunov theorem for differential inclusions is used to generate a large class of algorithms for nonsmooth optimization. Particular attention is given to quasi-Newton algorithms for the minimization of locally Lipschitz regular functions
Keywords :
Lyapunov methods; approximation theory; asymptotic stability; convergence of numerical methods; nonlinear programming; Lipschitz regular functions; Lyapunov methods; asymptotic stability; convergence; differential inclusions; nonlinear programming; nonsmooth optimization; quasi-Newton algorithms; Algorithm design and analysis; Books; Convergence; Lyapunov method; Minimization methods; Optimization methods; Stability;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912742
