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IPM
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“School of Mathematics”

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Paper   IPM / M / 15816
School of Mathematics
  Title:   A new infeasible proximal bundle algorithm for nonsmooth nonconvex constrained optimization
  Author(s):  Soghra Nobakhtian (Joint with N. Hoseini Monjezi)
  Status:   Published
  Journal: Comput. Optim. Appl.
  Vol.:  74
  Year:  2019
  Pages:   443-480
  Supported by:  IPM
  Abstract:
Proximal bundle method has usually been presented for unconstrained convex optimization problems�??. �??In this paper�??, �??we develop an infeasible proximal bundle method for nonsmooth nonconvex constrained optimization problems�??. �??Using the improvement function we transform the problem into an unconstrained one and then we build a cutting plane model�??. �??The resulting algorithm allows effective control of the size of quadraaccumulation point of the iterative sequence is stationary for the improvement function�??. �??At the end�??, �??some encouraging numerical results with a MATLAB implementation are also reported�??.tic programming subproblems via the aggregation techniques�??. �??The novelty in our approach is that the objective and constraint functions can be any arbitrary (regular) locally Lipschitz functions�??.

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