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scientific article; zbMATH DE number 16326
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scientific article; zbMATH DE number 16326 |
Statements
26 June 1992
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nondifferentiable optimization
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nonsmooth functional
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trust region
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bundle concept
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0.8951633
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0.88612354
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0.8777808
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0.87459415
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[For the entire collection see Zbl 0719.00020.] During recent years various proposals for the minimization of a nonsmooth functional have been made. Amongst these, the bundle concept turned out to be an especially fruitful idea. Based on this concept, a number of authors have developed codes, which can successfully deal with nonsmooth problems. Our aim is to show that, by adding some features of the trust region philosophy to the bundle concept, we end up with a distinguished member of the bundle family with a more stable behaviour than some other bundle versions. The reliability and efficiency of our code is demonstrated on the standard academic test examples and on some real life problems.
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