How to VU a Convex Function

Authors

Professor Robert Mifflin, Washington State University

Document Type

Presentation Abstract

Presentation Date

3-12-1998

Abstract

We discuss some ideas useful for developing a better than linearly convergent algorithm for minimizing a non-smooth convex function of n variables. For the single variable case, we describe a fully implementable algorithm which has global and superlinear convergence. The method appropriately combines polyhedral (V-shaped) approximation and quadratic (U-shaped) approximation.

Additional Details

Thursday, March 12, 1998
4:10 p.m. in MA 109
Coffee/Tea/Treats 3:30 p.m. in MA 104 (Lounge)

Recommended Citation

Mifflin, Professor Robert, "How to VU a Convex Function" (1998). Colloquia of the Department of Mathematical Sciences. 15.
https://scholarworks.umt.edu/mathcolloquia/15