Globally convergent cutting plane method for nonconvex nonsmooth minimization

DOI10.1007/s10957-010-9766-2zbMath1229.90140OpenAlexW2059066757WikidataQ109595694 ScholiaQ109595694MaRDI QIDQ535081

Mario Tanaka Filho, Napsu Karmitsa, José Herskovits

Publication date: 11 May 2011

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

Full work available at URL: https://doi.org/10.1007/s10957-010-9766-2

zbMATH Keywords

bundle methodsfeasible direction interior point methodsnonsmooth nonconvex programmingtraditional cutting plane method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Numerical methods based on nonlinear programming (49M37)

Related Items (9)

A vector forward mode of automatic differentiation for generalized derivative evaluation ⋮ A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization ⋮ Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization ⋮ A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm ⋮ Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality ⋮ Diagonal bundle method for nonsmooth sparse optimization ⋮ NSO ⋮ A feasible direction algorithm for nonlinear second-order cone programs ⋮ Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization

Cites Work

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• A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
• A DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization

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