Methods of descent for nondifferentiable optimization
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This book deals with numerical methods for nondifferentiable (or nonsmooth) optimization. It intends to give an overview on methods of descent for minimizing nonsmooth functions. The functions involved in the data of the problem are locally Lipschitz (or belonging to large subclasses of Locally Lipschitz functions) but not necessarily \(C^ 1\) or convex. Contents. Chapter 1: Fundamentals; Chapter 2: Aggregate subgradient methods for unconstrained convex minimization; Chapter 3: Methods with subgradient locality measures for minimizing nonconvex functions; Chapter 4: Methods with subgradient delation rules for unconstrained nonconvex minimization; Chapter 5: Feasible point methods for convex constrained minimization problems; Chapter 6: Methods of feasible directions for nonconvex constrained problems; Chapter 7: Bundle methods; Chapter 8: Numerical examples.
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(only showing first 100 items - show all)- Convergent Lagrangian and domain cut method for nonlinear knapsack problems
- A proximal cutting plane method using Chebychev center for nonsmooth convex optimization
- An inexact bundle variant suited to column generation
- Generalized pattern search methods for a class of nonsmooth optimization problems with structure
- Optimization with nonsmooth data
- A constraint linearization method for nondifferentiable convex minimization
- Extension of some results for channel capacity using a generalized information measure
- Descent methods for quasidifferentiable minimization
- Complementary finite-element method for finite deformation nonsmooth mechanics
- Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
- Nondifferentiable optimization via smooth approximation: General analytical approach
- Convergence analysis of some methods for minimizing a nonsmooth convex function
- A bundle-Newton method for nonsmooth unconstrained minimization
- Feasible direction algorithm for optimal control problems with state and control constraints: Implementation
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
- New variable-metric algorithms for nondifferentiable optimization problems
- Nonmonotone bundle-type scheme for convex nonsmooth minimization
- Nonmonotone stabilization methods for nonlinear equations
- Finite master programs in regularized stochastic decomposition
- Constraint aggregation principle in convex optimization
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- Decomposition methods in stochastic programming
- Smooth transformation of the generalized minimax problem
- Method of simple-body centroids
- Efficiency of proximal bundle methods
- On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians
- A method for convex minimization based on translated first-order approximations
- Descent algorithm for nonsmooth stochastic multiobjective optimization
- A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
- A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence
- An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems
- Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
- A feasible point method with bundle modification for nonsmooth convex constrained optimization
- A fast gradient and function sampling method for finite-max functions
- Globally convergent variable metric method for convex nonsmooth unconstrained minimization
- Computational schemes for large-scale problems in extended linear- quadratic programming
- Generalized descent method for minimization of functionals
- Approximations in proximal bundle methods and decomposition of convex programs
- On bilevel programming. I: General nonlinear cases
- Optimal prestress of structures with frictional unilateral contact interfaces
- On numerical solution of hemivariational inequalities by nonsmooth optimization methods
- Algorithms for the solution of stochastic dynamic minimax problems
- A generalized subgradient method with relaxation step
- A quasi-second-order proximal bundle algorithm
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- Scenario decomposition of risk-averse multistage stochastic programming problems
- An effective nonsmooth optimization algorithm for locally Lipschitz functions
- Generalized order-value optimization
- Regularization methods for optimization problems with probabilistic constraints
- A variable target value method for nondifferentiable optimization
- A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization
- Aggregate subgradient method for nonsmooth DC optimization
- A filter proximal bundle method for nonsmooth nonconvex constrained optimization
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
- An efficient descent method for locally Lipschitz multiobjective optimization problems
- A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- A geometric integration approach to nonsmooth, nonconvex optimisation
- A primal-dual algorithm for risk minimization
- An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems
- Generalized derivatives of eigenvalues of a symmetric matrix
- Generalization of hyperbolic smoothing approach for non-smooth and non-Lipschitz functions
- A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
- On parametric nonlinear programming
- A non-monotone conjugate subgradient type method for minimization of convex functions
- A proximal-projection partial bundle method for convex constrained minimax problems
- Continuous outer subdifferentials in nonsmooth optimization
- A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems
- The Mordukhovich subdifferentials and directions of descent
- Tuning strategy for the proximity parameter in convex minimization
- Dynamic bundle methods
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
- Rate of convergence of the bundle method
- A simple version of bundle method with linear programming
- Numerical infinitesimals in a variable metric method for convex nonsmooth optimization
- Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs
- Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
- Two-stage time-optimal formation reconfiguration strategy
- A new steepest descent differential inclusion-based method for solving general nonsmooth convex optimization problems
- Comparison of bundle and classical column generation
- An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization
- A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations
- Convex optimization by radial search
- An algorithm for minimizing a class of locally Lipschitz functions
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut and equipartition
- Theory of index-one nonlinear complementarity systems
- A subgradient method with non-monotone line search
- -subgradient algorithms for locally Lipschitz functions on Riemannian manifolds
- Two-stage optimization problems with multivariate stochastic order constraints
- A quasi-Newton method for unconstrained non-smooth problems
- Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions
- Computation of maximal turning points to nonlinear equations by nonsmooth optimization
- An implementation of a reduced subgradient method via Luenberger-Mokhtar variant
- Diagonal discrete gradient bundle method for derivative free nonsmooth optimization
- On the differentiability check in gradient sampling methods
- Subgradient and bundle methods for nonsmooth optimization
- Hyperbolic smoothing function method for minimax problems
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