0000756: nonsmooth BFGS

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Severity

Reproducibility

Date Submitted

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0000756

[ALGLIB] General

feature

have not tried

2017-11-07 21:10

2021-04-02 14:34

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

open

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Status

assigned

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none

OS Version

ETA

none

Fixed in Version

Product Version

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Next major release

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Summary

0000756: nonsmooth BFGS

Description

todo

A combined BFGS-Gradient Sampling method with convergence
theory (F.E. Curtis and X. Que, 2015)

A successive quadratic programming (SQP) BFGS method
applied to challenging problems in static-output-feedback control
design (F.E. Curtis, T. Mitchell and M.L.O., 2015).
Although there are no theoretical results, it is much more
efficient and effective than the SQP Gradient Sampling method
which does have convergence results.

==== review

A successive quadratic programming gradient sampling method
with convergence theory.
F.E. Curtis and M.L.O., SIOPT, 2012.

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Issue History
Date Modified	Username	Field	Change
2017-11-07 21:10	SergeyB	New Issue
2017-11-07 21:10	SergeyB	Status	new => assigned
2017-11-07 21:10	SergeyB	Assigned To	=> SergeyB
2017-11-07 21:10	SergeyB	Programming language	=> Unspecified
2017-11-07 21:45	SergeyB	Description Updated
2017-11-07 21:47	SergeyB	Description Updated
2017-11-28 11:24	SergeyB	Target Version	3.13.0 => 3.14.0
2018-01-08 12:26	SergeyB	Target Version	3.14.0 => 3.15.0
2018-07-04 17:46	SergeyB	Target Version	3.15.0 => 3.16.0
2019-09-03 16:25	SergeyB	Target Version	3.16.0 => 3.17.0
2021-04-02 14:34	SergeyB	Target Version	3.18.0 => 3.19.0

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