Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values

DOI10.1007/978-1-4614-7621-4_26zbMath1282.90241OpenAlexW95484040MaRDI QIDQ5746456

Dominikus Noll

Publication date: 18 February 2014

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-7621-4_26

zbMATH Keywords

convergencenonconvex bundle methodinexact function valuesinexact subgradientslower \(C^1\) functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52)

Related Items (21)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ A discussion of probability functions and constraints from a variational perspective ⋮ Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting) ⋮ An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems ⋮ Nonconvex bundle method with application to a delamination problem ⋮ An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems ⋮ A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information ⋮ Adaptive Bundle Methods for Nonlinear Robust Optimization ⋮ A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective ⋮ New proximal bundle algorithm based on the gradient sampling method for nonsmooth nonconvex optimization with exact and inexact information ⋮ A trust region method for the solution of the surrogate dual in integer programming ⋮ Minimizing oracle-structured composite functions ⋮ A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities ⋮ A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information ⋮ An Inexact Bundle Algorithm for Nonconvex Nonsmooth Minimization in Hilbert Space ⋮ An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information ⋮ A proximal bundle method for nonsmooth nonconvex functions with inexact information ⋮ Boundary control of partial differential equations using frequency domain optimization techniques ⋮ A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data ⋮ Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions ⋮ Outer approximation for mixed-integer nonlinear robust optimization

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