B1 Journal article
Diagonal Bundle Method for Nonsmooth Sparse Optimization




List of Authors: Napsu Karmitsa
Publication year: 2014
Journal: TUCS Publication Series
Issue number: 1116

Abstract


We propose an efficient diagonal bundle method D-bundle for sparse nonsmooth, possibly nonconvex optimization. The convergence of the proposed method is proved for locally Lipschitz continuous functions that are not necessary differentiable nor convex. The numerical experiments have been made using problems with up to million variables. The results to be presented confirm the usability of the D-bundle especially for extremely large-scale problems.



Last updated on 2019-20-07 at 03:49