Yuan, Gonglin; Wei, Zengxin; Wang, Zhongxing - In: Computational Optimization and Applications 54 (2013) 1, pp. 45-64
By means of a gradient strategy, the Moreau-Yosida regularization, limited memory BFGS update, and proximal method, we propose a trust-region method for nonsmooth convex minimization. The search direction is the combination of the gradient direction and the trust-region direction. The global...