A splitting bundle approach for non-smooth non-convex minimization

被引：15

作者：

Fuduli, A. ^{[1
]}

Gaudioso, M. ^{[2
]}

Nurminski, E. A. ^{[3
,4
]}

机构：

[1] Univ Calabria, Dipartimento Matemat & Informat, I-87036 Arcavacata Di Rende, Italy

[2] Univ Calabria, Dipartimento Ingn Informat Modellist Elettron & S, I-87036 Arcavacata Di Rende, Italy

[3] Far Eastern Fed Univ, Vladivostok, Russia

[4] Inst Automat & Control Problems Far Eastern Branc, Vladivostok, Russia

来源：

OPTIMIZATION | 2015年 / 64卷 / 05期

关键词：

90C26; 65K05; bundle methods; non-convex optimization; non-smooth optimization; GRADIENT SAMPLING ALGORITHM; CONVEX MINIMIZATION; PROXIMITY CONTROL; OPTIMIZATION; CONVERGENCE; CLASSIFICATION; APPROXIMATIONS; STRATEGY; PROGRAMS;

D O I：

10.1080/02331934.2013.840625

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We present a bundle-type method for minimizing non-convex non-smooth functions. Our approach is based on the partition of the bundle into two sets, taking into account the local convex or concave behaviour of the objective function. Termination at a point satisfying an approximate stationarity condition is proved and numerical results are provided. © 2013 Taylor & Francis.

引用

页码：1131 / 1151

页数：21

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