Mantis - ALGLIB
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756 General feature have not tried 2017-11-07 21:10 2019-09-03 16:25
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0000756: nonsmooth BFGS
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.
Issue History
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

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