A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes

In this paper, we develop a version of the bundle method to solve unconstrained difference of convex (DC) programming problems. It is assumed that a DC representation of the objective function is available. Our main idea is to utilize subgradients of both the first and second components in the DC re...

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Veröffentlicht in:	Journal of global optimization 2017-07, Vol.68 (3), p.501-535
Hauptverfasser:	Joki, Kaisa, Bagirov, Adil M., Karmitsa, Napsu, Mäkelä, Marko M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Analysis Approximation Bundling Computer Science Convergence Critical point Cutting Iterative methods Mathematical analysis Mathematics Mathematics and Statistics Methods Operations Research/Decision Theory Optimization Planes Programming Real Functions
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