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2020 | OriginalPaper | Chapter

8. Bundle Methods for Nonsmooth DC Optimization

Authors : Kaisa Joki, Adil M. Bagirov

Published in: Numerical Nonsmooth Optimization

Publisher: Springer International Publishing

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Abstract

This chapter is devoted to algorithms for solving nonsmooth unconstrained difference of convex optimization problems. Different types of stationarity conditions are discussed and the relationship between sets of different stationary points (critical, Clarke stationary and inf-stationary) is established. Bundle methods are developed based on a nonconvex piecewise linear model of the objective function and the convergence of these methods is studied. Numerical results are presented to demonstrate the performance of the methods.

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previous chapter Local Search for Nonsmooth DC Optimization with DC Equality and Inequality Constraints
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Metadata
Title
Bundle Methods for Nonsmooth DC Optimization
Authors
Kaisa Joki
Adil M. Bagirov
Copyright Year
2020
Book
Numerical Nonsmooth Optimization

Print ISBN: 978-3-030-34909-7

Electronic ISBN: 978-3-030-34910-3

Copyright Year: 2020

DOI
https://doi.org/10.1007/978-3-030-34910-3_8