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scientific article; zbMATH DE number 16626
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scientific article; zbMATH DE number 16626 |
Statements
26 June 1992
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nonsmooth nonconvex constrained optimization
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bundle method
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cutting plane method
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global convergence
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0.8959702849388123
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0.887593150138855
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0.8633052110671997
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0.8553168177604675
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[For the entire collection see Zbl 0722.00048.] For the nonsmooth nonconvex constrained optimization problem: minimize \(f(x)\) subject to \(x\in G\), where the objective function \(f\in R^ n\to R\) is supposed to be locally Lipschitz on \(g\), a bundle method is constructed which is a modification of Kiwiel's generalized cutting plane method. The global convergence of the given algorithm was established by Kiwiel, and some numerical results are reported in a further paper of the author.
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