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Diagonal Bundle Method for Nonsmooth Sparse Optimization




TekijätNapsu Karmitsa

Julkaisuvuosi2015

JournalJournal of Optimization Theory and Applications

Vuosikerta166

Numero3

Aloitussivu889

Lopetussivu905

Sivujen määrä17

ISSN0022-3239

DOIhttps://doi.org/10.1007/s10957-014-0666-8


Tiivistelmä

We propose an efficient diagonal bundle method Dbundle 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 Dbundle especially for  extremely large-scale problems.




Last updated on 2024-26-11 at 21:47