Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control

DOI10.1137/S1052623402411459zbMath1079.90105OpenAlexW2083406795MaRDI QIDQ4651967

Giovanni Giallombardo, Manlio Gaudioso, Antonio Fuduli

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623402411459

zbMATH Keywords

nonsmooth optimizationcutting planesbundle methodsproximal trajectory

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)

Related Items (65)

An illumination problem with tradeoff between coverage of a dataset and aperture angle of a conic light beam ⋮ Robust spherical separation ⋮ A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods ⋮ Comparing different nonsmooth minimization methods and software ⋮ Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization ⋮ Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems ⋮ Tuning strategy for the proximity parameter in convex minimization ⋮ Piecewise linear approximations in nonconvex nonsmooth optimization ⋮ Binary classification via spherical separator by DC programming and DCA ⋮ On the problem of minimizing a difference of polyhedral convex functions under linear constraints ⋮ A proximal alternating linearization method for nonconvex optimization problems ⋮ Subgradient method for nonconvex nonsmooth optimization ⋮ A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes ⋮ A bundle modification strategy for convex minimization ⋮ An approximate redistributed proximal bundle method with inexact data for minimizing nonsmooth nonconvex functions ⋮ DC models for spherical separation ⋮ A globally convergent algorithm for nonconvex optimization based on block coordinate update ⋮ Margin maximization in spherical separation ⋮ A method for convex minimization based on translated first-order approximations ⋮ Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines ⋮ A gradient sampling algorithm for stratified maps with applications to topological data analysis ⋮ An effective nonsmooth optimization algorithm for locally Lipschitz functions ⋮ Generalized order-value optimization ⋮ The semiproximal SVM approach for multiple instance learning: a kernel-based computational study ⋮ A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems ⋮ Global optimization for non-convex programs via convex proximal point method ⋮ A partially inexact bundle method for convex semi-infinite minmax problems ⋮ A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information ⋮ Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization ⋮ A cutting plane and level stabilization bundle method with inexact data for minimizing nonsmooth nonconvex functions ⋮ Constrained nonconvex nonsmooth optimization via proximal bundle method ⋮ Data preprocessing in semi-supervised SVM classification ⋮ An SL/QP Algorithm for Minimizing the Spectral Abscissa of Time Delay Systems ⋮ Diagonal bundle method for nonsmooth sparse optimization ⋮ GAITA: a Gauss-Seidel iterative thresholding algorithm for \(\ell_q\) regularized least squares regression ⋮ An illumination problem: optimal apex and optimal orientation for a cone of light ⋮ Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations ⋮ Aggregate subgradient method for nonsmooth DC optimization ⋮ Computing proximal points of nonconvex functions ⋮ New filled functions for nonsmooth global optimization ⋮ Codifferential method for minimizing nonsmooth DC functions ⋮ Nonsmooth optimization: Theory and algorithms ⋮ Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values ⋮ Maximum-margin polyhedral separation for binary multiple instance learning ⋮ Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming ⋮ Semisupervised spherical separation ⋮ Optimizing sensor cover energy via DC programming ⋮ Stochastic subgradient algorithm for nonsmooth nonconvex optimization ⋮ Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem ⋮ Implementation of an oracle-structured bundle method for distributed optimization ⋮ Essentials of numerical nonsmooth optimization ⋮ Minimizing Piecewise-Concave Functions Over Polyhedra ⋮ An inexact proximal point method for solving generalized fractional programs ⋮ Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions ⋮ A maximum-margin multisphere approach for binary multiple instance learning ⋮ A new data-driven robust optimization approach to multi-item newsboy problems ⋮ A splitting bundle approach for non-smooth non-convex minimization ⋮ Weak subgradient method for solving nonsmooth nonconvex optimization problems ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ Support vector machine polyhedral separability in semisupervised learning ⋮ Optimal replenishment order placement in a finite time horizon ⋮ Essentials of numerical nonsmooth optimization ⋮ Aggregate codifferential method for nonsmooth DC optimization ⋮ On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle

This page was built for publication: Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control