Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values
From MaRDI portal
Publication:5746456
DOI10.1007/978-1-4614-7621-4_26zbMath1282.90241MaRDI QIDQ5746456
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
convergence; nonconvex bundle method; inexact function values; inexact subgradients; lower \(C^1\) functions
65K05: Numerical mathematical programming methods
90C56: Derivative-free methods and methods using generalized derivatives
65K10: Numerical optimization and variational techniques
49J52: Nonsmooth analysis
Related Items
An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems, Adaptive Bundle Methods for Nonlinear Robust Optimization, A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities, An Inexact Bundle Algorithm for Nonconvex Nonsmooth Minimization in Hilbert Space, A proximal bundle method for nonsmooth nonconvex functions with inexact information, A Trust-region Method for Nonsmooth Nonconvex Optimization, A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information, 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, Minimizing oracle-structured composite functions, Nonconvex bundle method with application to a delamination problem, A discussion of probability functions and constraints from a variational perspective, A trust region method for the solution of the surrogate dual in integer programming, A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information, An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information, A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data, Outer approximation for mixed-integer nonlinear robust optimization, Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting), An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems, Boundary control of partial differential equations using frequency domain optimization techniques, Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A proximal method for composite minimization
- Design of a flight control architecture using a non-convex bundle method
- Composite proximal bundle method
- Cutting plane oracles to minimize non-smooth non-convex functions
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- IQC analysis and synthesis via nonsmooth optimization
- Nonsmooth optimization for multiband frequency domain control design
- A fast algorithm to compute the \(H_{\infty}\)-norm of a transfer function matrix
- A regularity result for the singular values of a transfer matrix and a quadratically convergent algorithm for computing its \(L_{\infty}\)-norm
- Incremental-like bundle methods with application to energy planning
- An inexact bundle variant suited to column generation
- A bisection method for computing the \(H_{\infty}\) norm of a transfer matrix and related problems
- Computer-aided design via optimization: A review
- A bundle-Newton method for nonsmooth unconstrained minimization
- Approximate convexity and submonotonicity.
- Approximations in proximal bundle methods and decomposition of convex programs
- A quasi-second-order proximal bundle algorithm
- The effect of deterministic noise in subgradient methods
- Second-order nonsmooth optimization for \(H_{\infty}\) synthesis
- Nonsmooth optimization for multidisk \(H_\infty\) synthesis
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- An aggregate subgradient method for nonsmooth convex minimization
- A Redistributed Proximal Bundle Method for Nonconvex Optimization
- Time domain constrained H ∞ -synthesis
- Controller Design via Nonsmooth Multidirectional Search
- A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
- An Algorithm for Nonsmooth Convex Minimization With Errors
- A linearization algorithm for optimizing control systems subject to singular value inequalities
- The Second-Order Subdifferential and the Dupin Indicatrices of a Non-Differentiable Convex Function
- Submonotone Subdifferentials of Lipschitz Functions
- Algorithms for the design of control systems subject to singular value inequalities
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
- Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
- A DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization
- A Proximal Bundle Method with Approximate Subgradient Linearizations
- A proximal bundle method based on approximate subgradients