A3 Refereed book chapter or chapter in a compilation book
Bundle methods for nonsmooth DC optimization
Authors: Kaisa Joki, Adil M. Bagirov
Editors: Adil M. Bagirov, Manlio Gaudioso, Napsu Karmitsa, Marko M. Mäkelä, Sona Taheri
Edition: 1
Publication year: 2020
Book title : Numerical Nonsmooth Optimization: State of the Art Algorithms
First page : 263
Last page: 296
ISBN: 978-3-030-34909-7
eISBN: 978-3-030-34910-3
DOI: https://doi.org/10.1007/978-3-030-34910-3_8
Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/50377315
This chapter is devoted to algorithms for solving nonsmooth unconstrained difference of convex optimization problems. Different types of stationarity conditions are discussed and the relationship between sets of different stationary points (critical, Clarke stationary and inf-stationary) is established. Bundle methods are developed based on a nonconvex piecewise linear model of the objective function and the convergence of these methods is studied. Numerical results are presented to demonstrate the performance of the methods.
Downloadable publication This is an electronic reprint of the original article. |