Bundle method for nonconvex nonsmooth constrained optimization

MaRDI QIDQ2789235zbMATH OpenFDO

Authors Minh N. Dao

Publication date 26 February 2016

Published in Journal of Convex Analysis (Search for Journal in Brave)

Full work available at URL http://www.heldermann.de/JCA/JCA22/JCA224/jca22056.htm

zbMATH Keywords

constrained optimizationnonsmooth optimizationbundle methodlower-\(C^1\) functionupper-\(C^1\) function

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)

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• A bundle-type quasi-Newton method for nonconvex nonsmooth optimization
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• A bundle trust-region algorithm for nonsmooth nonconvex constrained optimization
• A new restricted memory level bundle method for constrained convex nonsmooth optimization
• A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems

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