Globally convergent cutting plane method for nonconvex nonsmooth minimization
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Publication:535081
The authors propose an algorithm for solving nonsmooth nonconvex unconstrained programming problems together with some convergence results. This algorithm generates a sequence of interior points of the epigraph of the objective function whose accumulation points are stationary points of the original problem, and so, in case the objective is convex, this is a global minimum of the problem. Some numerical experiments are also given.
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Cites work
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- scientific article; zbMATH DE number 53965 (Why is no real title available?)
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Cited in
(19)- A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence
- A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm
- NSO
- Generalized \(\gamma\)-valid cut procedure for concave minimization
- Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
- A vector forward mode of automatic differentiation for generalized derivative evaluation
- Gradient set splitting in nonconvex nonsmooth numerical optimization
- On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs
- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
- Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization
- Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- Diagonal bundle method for nonsmooth sparse optimization
- Extended cutting plane method for a class of nonsmooth nonconvex MINLP problems
- A feasible direction algorithm for nonlinear second-order cone programs
- Cutting plane oracles for non-smooth trust-regions
- Cutting sphere algorithm
- A global linearization approach to solve nonlinear nonsmooth constrained programming problems
- Synthesis of cutting and separating planes in a nonsmooth optimization method
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