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

被引：22
|
作者：
Noll, Dominikus [1 ]
机构：
[1] Univ Paul Sabatier, Inst Math, Toulouse, France
来源：
COMPUTATIONAL AND ANALYTICAL MATHEMATICS: IN HONOR OF JONATHAN BORWEIN'S 60TH BIRTHDAY | 2013年 / 50卷
关键词：
Convergence; Inexact function values; Inexact subgradients; Lower C-1 functions; Nonconvex bundle method; CONTROL-SYSTEMS SUBJECT; NONSMOOTH OPTIMIZATION; NONDIFFERENTIABLE OPTIMIZATION; ALGORITHM; DESIGN;
D O I：
10.1007/978-1-4614-7621-4_26
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We discuss a bundle method to minimize locally Lipschitz functions which are both nonconvex and nonsmooth. We analyze situationswhere only inexact subgradients or function values are available. For suitable classes of such nonsmooth functions we prove convergence of our algorithm to approximate critical points.
引用
收藏
页码：555 / 592
页数：38
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