• 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