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
收藏
页码：1131 / 1151
页数：21
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