Composite proximal bundle method

DOI10.1007/S10107-012-0600-5zbMath1273.90163OpenAlexW2035198055MaRDI QIDQ359623

Mohammad Hasan, M. Dambrine

Publication date: 12 August 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0600-5

zbMATH Keywords

nonsmooth optimizationnonconvex optimizationcomposite functionsbundle methods

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)

Related Items (24)

On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions ⋮ A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods ⋮ A proximal method for composite minimization ⋮ Non-smooth optimization for robust control of infinite-dimensional systems ⋮ Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization ⋮ Nonsmooth optimization via quasi-Newton methods ⋮ Computing proximal points of convex functions with inexact subgradients ⋮ Harnessing Structure in Composite Nonsmooth Minimization ⋮ The \(\mathcal{U}\)-Lagrangian, fast track, and partial smoothness of a prox-regular function ⋮ A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems ⋮ A derivative-free 𝒱𝒰-algorithm for convex finite-max problems ⋮ A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities ⋮ Unnamed Item ⋮ Convex proximal bundle methods in depth: a unified analysis for inexact oracles ⋮ Subgradient algorithms on Riemannian manifolds of lower bounded curvatures ⋮ Bundle methods for sum-functions with ``easy components: applications to multicommodity network design ⋮ A fast space-decomposition scheme for nonconvex eigenvalue optimization ⋮ Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values ⋮ On Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with Applications ⋮ Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming ⋮ Nonsmooth Optimization Method for H∞ Output Feedback Control ⋮ A Proximal Bundle Method with Exact Penalty Technique and Bundle Modification Strategy for Nonconvex Nonsmooth Constrained Optimization ⋮ Nonsmooth bundle trust-region algorithm with applications to robust stability ⋮ A doubly stabilized bundle method for nonsmooth convex optimization

Uses Software

• PLCP
• SQPlab
• LDGB

Cites Work

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• On a Class of Nonsmooth Composite Functions
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• A second-order bundle method to minimize the maximum eigenvalue function.
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