On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization

DOI10.1080/10556780701549960zbMath1211.90294OpenAlexW1999130931MaRDI QIDQ3539791

Liusheng Hou, Wen-Yu Sun

Publication date: 19 November 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780701549960

zbMATH Keywords

nonsmooth optimizationconvex programmingnonmonotone algorithmproximal bundle methods

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10)

Related Items (5)

A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes ⋮ A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization ⋮ The chain rule for VU-decompositions of nonsmooth functions ⋮ A splitting bundle approach for non-smooth non-convex minimization ⋮ The method of codifferential descent for convex and global piecewise affine optimization

Cites Work

• Unnamed Item
• Proximity control in bundle methods for convex nondifferentiable minimization
• Nonmonotone bundle-type scheme for convex nonsmooth minimization
• Nonmonotonic trust region algorithm
• Variable metric bundle methods: From conceptual to implementable forms
• Nonmonotone trust region method for solving optimization problems
• Methods of descent for nondifferentiable optimization
• A class on nonmonotone stabilization methods in unconstrained optimization
• Optimization and nonsmooth analysis
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• Monotone Operators and the Proximal Point Algorithm
• A Nonmonotone Line Search Technique for Newton’s Method

This page was built for publication: On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization