A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
Diagonal Bundle Method for Nonsmooth Sparse Optimization
Tekijät: Napsu Karmitsa
Julkaisuvuosi: 2015
Journal: Journal of Optimization Theory and Applications
Vuosikerta: 166
Numero: 3
Aloitussivu: 889
Lopetussivu: 905
Sivujen määrä: 17
ISSN: 0022-3239
DOI: https://doi.org/10.1007/s10957-014-0666-8
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.