A filter proximal bundle method for nonsmooth nonconvex constrained optimization

DOI10.1007/s10898-020-00939-3zbMath1465.90073OpenAlexW3048660030MaRDI QIDQ2022218

Najmeh Hoseini Monjezi, Soghra Nobakhtian

Publication date: 28 April 2021

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-020-00939-3

zbMATH Keywords

global convergencenonsmooth optimizationnonconvex optimizationproximal bundle methodfilter technique

Mathematics Subject Classification ID

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

Related Items

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 proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data

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