A cutting plane and level stabilization bundle method with inexact data for minimizing nonsmooth nonconvex functions

DOI10.1155/2014/192893MaRDI QIDQ1722320zbMATH OpenOpenAlexWikidataFDO

Authors Jie Shen, Dan Li, Li-Ping Pang

Publication date 14 February 2019

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/192893

Mathematics Subject Classification ID

Convex programming (90C25) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Review text

Summary: Under the condition that the values of the objective function and its subgradient are computed approximately, we introduce a cutting plane and level bundle method for minimizing nonsmooth nonconvex functions by combining cutting plane method with the ideas of proximity control and level constraint. The proposed algorithm is based on the construction of both a lower and an upper polyhedral approximation model to the objective function and calculates new iteration points by solving a subproblem in which the model is employed not only in the objective function but also in the constraints. Compared with other proximal bundle methods, the new variant updates the lower bound of the optimal value, providing an additional useful stopping test based on the optimality gap. Another merit is that our algorithm makes a distinction between affine pieces that exhibit a convex or a concave behavior relative to the current iterate. Convergence to some kind of stationarity point is proved under some looser conditions.

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Cites work

• A doubly stabilized bundle method for nonsmooth convex optimization
• A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
• A proximal bundle method based on approximate subgradients
• Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
• New variants of bundle methods
• Newton's method for convex programming and Tschebyscheff approximation
• Optimization and nonsmooth analysis
• Optimization of lipschitz continuous functions
• The Cutting-Plane Method for Solving Convex Programs
• Tuning strategy for the proximity parameter in convex minimization

Cited in

(7)

• An approximate redistributed proximal bundle method with inexact data for minimizing nonsmooth nonconvex functions
• A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence
• Piecewise linear approximations in nonconvex nonsmooth optimization
• A doubly stabilized bundle method for nonsmooth convex optimization
• Gradient set splitting in nonconvex nonsmooth numerical optimization
• Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
• Cutting plane oracles for non-smooth trust-regions

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