Quasi-newton method： If the second derivative of the target function doesn't exist at all, can we use Quasi-newton method? If the second derivative of the target function at some point doesn't exist, can we use Quasi-newton method? My question comes from the fact that the second derivative of the SCAD penalty function doesn't exist at some point——http://www.personal.psu.edu/ril4/research/penlike.pdf
Please forgive me, my English is not very good, thank you