Globally convergent limited memory bundle method for large-scale nonsmooth optimization

Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, Mäkelä, Optimization Methods and Software, 19, (2004), pp. 673–692] we have described an efficient method for large-scale nonsmooth optimization. In this paper, we introduce a new variant of… (More)