“School of Mathematics”
Back to Papers HomeBack to Papers of School of Mathematics
| Paper IPM / M / 15816 |
|
| 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�??.
Download TeX format |
|
| back to top | |
