论文信息 - A bundle type approach to the unconstrained minimization of convex nonsmooth functions

A bundle type approach to the unconstrained minimization of convex nonsmooth functions

A numerical method for the unconstrained minimization of a convex nonsmooth function of several variables is presented. It is closely related to the ‘bundle type’ approach and to the conjugate subgradient method. A way is suggested to reduce the amount of information to be stored during the computational procedure. Global convergence of the method to the minimum is proved.

Manlio Gaudioso | Maria Flavia Monaco | M. F. Monaco | M. Gaudioso

[1] C. Lemaréchal. An extension of davidon methods to non differentiable problems , 1975 .

[2] F. Clarke. Generalized gradients and applications , 1975 .

[3] R. Mifflin. Semismooth and Semiconvex Functions in Constrained Optimization , 1977 .

[4] C. Lemarechal,et al. Optimisation non Differentiable: Methodes de Faisceaux , 1979 .

[5] D. Bertsekas,et al. A DESCENT NUMERICAL METHOD FOR OPTIMIZATION PROBLEMS WITH NONDIFFERENTIABLE COST FUNCTIONALS , 1973 .

[6] P. Wolfe. Note on a method of conjugate subgradients for minimizing nondifferentiable functions , 1974 .

[7] G. Alistair Watson,et al. First and second order conditions for a class of nondifferentiable optimization problems , 1980, Math. Program..