A quasisecant method for minimizing nonsmooth functions

被引：24

作者：

Bagirov, Adil M. ^{[1
]}

Ganjehlou, Asef Nazari ^{[1
]}

机构：

[1] Univ Ballarat, Ctr Informat & Appl Optimizat, Sch Informat Technol & Math Sci, Ballarat, Vic 3353, Australia

来源：

OPTIMIZATION METHODS & SOFTWARE | 2010年 / 25卷 / 01期

关键词：

nonsmooth optimization; nonconvex optimization; subdifferential; bundle method; UNCONSTRAINED MINIMIZATION; BUNDLE METHODS; OPTIMIZATION; ALGORITHM;

D O I：

10.1080/10556780903151565

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We present an algorithm to locally minimize nonsmooth, nonconvex functions. In order to find descent directions, the notion of quasisecants, introduced in this paper, is applied. We prove that the algorithm converges to Clarke stationary points. Numerical results are presented demonstrating the applicability of the proposed algorithm to a wide variety of nonsmooth, nonconvex optimization problems. We also compare the proposed algorithm with the bundle method using numerical results.

引用

页码：3 / 18

页数：16

共 28 条

[1]

[Anonymous], 1993, Convex Analysis and Minimization Algorithms

[2] Discrete gradient method:: Derivative-free method for nonsmooth optimization [J].