Globally convergent cutting plane method for nonconvex nonsmooth minimization
The authors propose an algorithm for solving nonsmooth nonconvex unconstrained programming problems together with some convergence results. This algorithm generates a sequence of interior points of the epigraph of the objective function whose accumulation points are stationary points of the original problem, and so, in case the objective is convex, this is a global minimum of the problem. Some numerical experiments are also given.
feasible direction interior point methods
scientific article; zbMATH DE number 5886730
scientific article