scientific article; zbMATH DE number 16326

MaRDI QIDQ3972979zbMATH OpenFDO

Authors J. Zowe

Publication date 26 June 1992

zbMATH Keywords

bundle conceptnondifferentiable optimizationnonsmooth functionaltrust region

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

Review text

[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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Cited in

(9)

• Sample-path optimization of convex stochastic performance functions
• Nonsmooth bundle trust-region algorithm with applications to robust stability
• Nonconvex bundle method with application to a delamination problem
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• Minimization of nonlinear functions with linear constraints
• A one-parameter filled function for nonsmooth global optimization and its application
• Cutting plane oracles to minimize non-smooth non-convex functions
• On the role of semismoothness in nonsmooth numerical analysis: theory
• New filled functions for nonsmooth global optimization

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