Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization

DOI10.1080/10556788.2017.1389941zbMath1407.65063OpenAlexW2766762873WikidataQ109595546 ScholiaQ109595546MaRDI QIDQ4622889

Napsu Karmitsa, Kaisa Joki, Manlio Gaudioso

Publication date: 18 February 2019

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

Full work available at URL: https://doi.org/10.1080/10556788.2017.1389941

zbMATH Keywords

nonconvex problemsnondifferentiable optimizationbundle methods, diagonal variable metric updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Related Items (1)

Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions

Uses Software

• GradSamp
• NSO
• LDGB

Cites Work

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