A Feasible Point Method with Bundle Modification for Nonsmooth Convex Constrained Optimization
In this paper, a bundle modification strategy is proposed for nonsmooth convex constrained minimization problems. As a result, a new feasible point bundle method is presented by applying this strategy. Whenever the stability center is updated, some points in the bundle will be substituted by new one...
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| Veröffentlicht in: | Acta Mathematicae Applicatae Sinica 2018-03, Vol.34 (2), p.254-273 |
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| container_title | Acta Mathematicae Applicatae Sinica |
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| creator | Jian, Jin-bao Tang, Chun-ming Shi, Lu |
| description | In this paper, a bundle modification strategy is proposed for nonsmooth convex constrained minimization problems. As a result, a new feasible point bundle method is presented by applying this strategy. Whenever the stability center is updated, some points in the bundle will be substituted by new ones which have lower objective values and/or constraint values, aiming at getting a better bundle. The method generates feasible serious iterates on which the objective function is monotonically decreasing. Global convergence of the algorithm is established, and some preliminary numerical results show that our method performs better than the standard feasible point bundle method. |
| doi_str_mv | 10.1007/s10255-018-0755-9 |
| format | Article |
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| subjects | Applications of Mathematics Bundling Math Applications in Computer Science Mathematical and Computational Physics Mathematics Mathematics and Statistics Theoretical |
| title | A Feasible Point Method with Bundle Modification for Nonsmooth Convex Constrained Optimization |
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