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A globally and superlinearly convergent algorithm for nonsmooth convex minimization. (English) Zbl 0868.90109

Summary: It is well-known that a possibly nondifferentiable convex minimization problem can be transformed into a differentiable convex minimization problem by way of the Moreau-Yosida regularization. This paper presents a globally convergent algorithm that is designed to solve the latter problem. Under additional semismoothness and regularity assumptions, the proposed algorithm is shown to have a \(Q\)-superlinear rate of convergence.

MSC:

90C30 Nonlinear programming
90C25 Convex programming
49J52 Nonsmooth analysis
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