Algorithm 811: NDA: Algorithms for Nondifferentiable Optimization

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SYSNO ASEP	0404561
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	Algorithm 811: NDA: Algorithms for Nondifferentiable Optimization
Author(s)	Lukšan, Ladislav (UIVT-O)_{SAI, RID} Vlček, Jan (UIVT-O)_{SAI, RID, ORCID}
Source Title	ACM Transactions on Mathematical Software. - : Association for Computing Machinery - ISSN 0098-3500 Roč. 27, č. 2 (2001), s. 193-213
Number of pages	21 s.
Language	eng - English
Country	US - United States
Keywords	minimax optimization ; discrete Chebyshev approximation ; sequential quadratic programming methods ; variable metric methods ; general linear constraints
Subject RIV	BA - General Mathematics
R&D Projects	GA201/00/0080 GA ČR - Czech Science Foundation (CSF)
CEZ	1030915
UT WOS	000171169300002
EID SCOPUS	18044402795
DOI	10.1145/383738.383740
Annotation	We present four basic FORTRAN subroutines for nondifferentiable optimization with simple bounds and general linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic programming variable metric algorithm. Subroutines PBUN and PNEW, intended for general nonsmooth problems, are based on bundle type methods. Subroutine PVAR is based on special nonsmooth variable metric methods.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2002

Number of the records: 1