A decomposition method with redistributed subroutine for constrained nonconvex optimization (Q1949452)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decomposition method with redistributed subroutine for constrained nonconvex optimization |
scientific article |
Statements
A decomposition method with redistributed subroutine for constrained nonconvex optimization (English)
0 references
8 May 2013
0 references
Summary: A class of constrained nonsmooth nonconvex optimization problems, that is, piecewise \(C^2\) objectives with smooth inequality constraints are discussed in this paper. Based on the \(\mathcal{VU}\)-theory, a superlinear convergent \(\mathcal{VU}\)-algorithm, which uses a nonconvex redistributed proximal bundle subroutine, is designed to solve these optimization problems. An illustrative example is given to show how this convergent method works on a second-order cone programming problem.
0 references
piecewise \(C^2\) objectives
0 references
smooth inequality constraints
0 references
superlinear convergent \(\mathcal{VU}\)-algorithm
0 references
0 references
