A DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization

被引：48
|
作者：
Fuduli, A [1 ]
Gaudioso, M
Giallombardo, G
机构：
[1] Univ Calabria, Dipartimento Elettron Informat & Sistemist, I-87036 Arcavacata Di Rende, CS, Italy
[2] Univ Lecce, Dipartimento Ingn Innovaz, I-73100 Lecce, Italy
[3] Univ Cambridge, Judge Inst Management, Cambridge CB2 1AG, England
来源：
OPTIMIZATION METHODS & SOFTWARE | 2004年 / 19卷 / 01期
关键词：
nonsmooth optimization; cutting planes; bundle methods; DC functions;
D O I：
10.1080/10556780410001648112
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
We introduce an algorithm to minimize a function of several variables with no convexity nor smoothness assumptions. The main peculiarity of our approach is the use of an objective function model which is the difference of two piecewise affine convex functions. Bundling and trust region concepts are embedded into the algorithm. Convergence of the algorithm to a stationary point is proved and some numerical results are reported.
引用
收藏
页码：89 / 102
页数：14
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