Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming

Authors :: Marko M. Mäkelä
Sona Taheri
Napsu Karmitsa
Adil M. Bagirov
Kaisa Joki
Source :: SIAM Journal on Optimization. 28(2):1892-1919
Publication Year :: 2018
Abstract: The aim of this paper is to introduce a new proximal double bundle method for unconstrained nonsmooth optimization, where the objective function is presented as a difference of two convex (DC) func...

Subjects :: 021103 operations research
ta111
0211 other engineering and technologies
Regular polygon
Dc programming
010103 numerical & computational mathematics
02 engineering and technology
Bundle methods
01 natural sciences
Stationary point
Theoretical Computer Science
Double bundle
Applied mathematics
Computer Science::Symbolic Computation
0101 mathematics
Software
Mathematics

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