A new infeasible proximal bundle algorithm for nonsmooth nonconvex constrained optimization

DOI10.1007/s10589-019-00115-8zbMath1425.90084OpenAlexW2952730435WikidataQ127650235 ScholiaQ127650235MaRDI QIDQ2007826

Najmeh Hoseini Monjezi, Soghra Nobakhtian

Publication date: 22 November 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-019-00115-8

zbMATH Keywords

nonsmooth optimizationnonconvex optimizationproximal bundle methodconstrained programmingimprovement functioninfeasible algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Nonsmooth analysis (49J52)

Related Items (10)

A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions ⋮ A feasible proximal bundle algorithm with convexification for nonsmooth, nonconvex semi-infinite programming ⋮ Convergence of the proximal bundle algorithm for nonsmooth nonconvex optimization problems ⋮ An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems ⋮ New proximal bundle algorithm based on the gradient sampling method for nonsmooth nonconvex optimization with exact and inexact information ⋮ Optimal Convergence Rates for the Proximal Bundle Method ⋮ Global optimization for non-convex programs via convex proximal point method ⋮ A filter proximal bundle method for nonsmooth nonconvex constrained optimization ⋮ A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data ⋮ A Proximal Bundle Method with Exact Penalty Technique and Bundle Modification Strategy for Nonconvex Nonsmooth Constrained Optimization

Uses Software

• Matlab
• SLQP-GS

Cites Work

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