A Proximal Bundle Method with Exact Penalty Technique and Bundle Modification Strategy for Nonconvex Nonsmooth Constrained Optimization

DOI10.1142/S0217595921500159zbMath1493.90152OpenAlexW3154927715MaRDI QIDQ5865916

Qi Wu, Xiaoliang Wang, Li-Ping Pang

Publication date: 10 June 2022

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595921500159

zbMATH Keywords

constrained optimizationproximal bundle methodnonconvex and nonsmoothpenalty strategybundle modification strategy

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Uses Software

• PLCP
• SQPlab
• SLQP-GS

Cites Work

• Composite proximal bundle method
• A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
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• A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
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• A new infeasible proximal bundle algorithm for nonsmooth nonconvex constrained optimization
• An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information
• Methods of descent for nondifferentiable optimization
• An approximate bundle method for solving nonsmooth equilibrium problems
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• A proximal alternating linearization method for nonconvex optimization problems
• A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results
• A Redistributed Proximal Bundle Method for Nonconvex Optimization
• Variational Analysis
• An Algorithm for the Inequality-Constrained Discrete Min--Max Problem
• Minimizing Piecewise-Concave Functions Over Polyhedra
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• A proximal bundle method for nonsmooth nonconvex functions with inexact information

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