DocumentCode
1743790
Title
Lyapunov methods in nonsmooth optimization. Part I: Quasi-Newton algorithms for Lipschitz, regular functions
Author
Teel, Andrew R.
Author_Institution
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Volume
1
fYear
2000
fDate
2000
Firstpage
112
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2000.912742
Filename
912742
Link To Document