Nonsmooth bundle trust-region algorithm with applications to robust stability
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Publication:255187
DOI10.1007/S11228-015-0352-5zbMATH Open1334.49092arXiv1504.00648OpenAlexW1892869851MaRDI QIDQ255187FDOQ255187
Authors: P. Apkarian, Dominikus Noll, Laleh Ravanbod 
Publication date: 9 March 2016
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Abstract: We propose a bundle trust-region algorithm to minimize locally Lipschitz functions which are potentially nonsmooth and nonconvex. We prove global convergence of our method and show by way of an example that the classical convergence argument in trust-region methods based on the Cauchy point fails in the nonsmooth setting. Our method is tested experimentally on three problems in automatic control.
Full work available at URL: https://arxiv.org/abs/1504.00648
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minimizationglobal convergenceCauchy pointdistance to instabilitynonsmooth bundle trust-region algorithmparametric robustnessworst-case \(H_\infty\)-norm
Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) (H^infty)-control (93B36) Eigenvalue problems (93B60) Robust stability (93D09)
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Cited In (16)
- Nonsmooth nonconvex optimization on Riemannian manifolds via bundle trust region algorithm
- Spectral projected subgradient method for nonsmooth convex optimization problems
- Reduced subgradient bundle method for linearly constrained non-smooth non-convex problems
- Boundary control of partial differential equations using frequency domain optimization techniques
- A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
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- A Trust-region Method for Nonsmooth Nonconvex Optimization
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- A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
- Branch and bound algorithm with applications to robust stability
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