Abstract
A numerical method for the unconstrained minimization of a convex nonsmooth function of several variables is presented. It is closely related to the ‘bundle type’ approach and to the conjugate subgradient method. A way is suggested to reduce the amount of information to be stored during the computational procedure. Global convergence of the method to the minimum is proved.
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Gaudioso, M., Monaco, M.F. A bundle type approach to the unconstrained minimization of convex nonsmooth functions. Mathematical Programming 23, 216–226 (1982). https://doi.org/10.1007/BF01583790
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DOI: https://doi.org/10.1007/BF01583790