The paper develops a nonconvex bundle method based on the downshift mechanism and a proximity control management technique to solve nonconvex nonsmooth constrained optimization problems. We prove its global convergence in the sense of subsequences for both classes of lower-C1C^1 and upper-C1C^1 functions.

Contact details are reproduced from the original publication and may be historical.

Minh Ngoc Dao

Dept. of Mathematics and Informatics, Hanoi National University of Education, Hanoi, Vietnam
and: Institut de Mathématiques, Université de Toulouse, Toulouse, France

minhdn@hnue.edu.vn
  1. P. Apkarian, D. Noll, A. Rondepierre: Mixed H2 /H∞ control via nonsmooth optimization, SIAM J. Control Optim. 47(3) (2008) 1516–1546.https://doi.org/10.1137/070685026Google Scholar
  2. F. H. Clarke: A new approach to Lagrange multipliers, Math. Oper. Res. 1(2) (1976) 165–174.https://doi.org/10.1287/moor.1.2.165Google Scholar
  3. F. H. Clarke: Generalized gradients of Lipschitz functionals, Adv. Math. 40(1) (1981) 52–67.https://doi.org/10.1016/0001-8708(81)90032-3Google Scholar
  4. F. H. Clarke: Optimization and Nonsmooth Analysis, Canad. Math. Soc. Ser. Monogr. Adv. Texts, John Wiley & Sons, New York (1983).Google Scholar
  5. M. N. Dao, D. Noll: Minimizing memory effects of a system, Math. Control Signals Syst. 27(1) (2015) 77–110.https://doi.org/10.1007/s00498-014-0135-9Google Scholar
  6. K. R. Davidson, A. P. Donsig: Real Analysis with Real Applications, Prentice Hall, Upper Saddle River (2002).Google Scholar
  7. M. Gabarrou, D. Alazard, D. Noll: Design of a flight control architecture using a non-convex bundle method, Math. Control Signals Syst. 25(2) (2013) 257–290.https://doi.org/10.1007/s00498-012-0093-zGoogle Scholar
  8. J.-B. Hiriart-Urruty: Mean value theorems in nonsmooth analysis, Numer. Funct. Anal. Optim. 2(1) (1980) 1–30.https://doi.org/10.1080/01630568008816042Google Scholar
  9. K. C. Kiwiel: An aggregate subgradient method for nonsmooth convex minimization, Math. Program. 27(3) (1983) 320–341.https://doi.org/10.1007/BF02591907Google Scholar
  10. G. Lebourg: Valeur moyenne pour gradient généralisé, C. R. Acad. Sci. Paris Sér. A 281(19) (1975) 795–797.Google Scholar
  11. G. Lebourg: Generic differentiability of Lipschitzian functions, Trans. Amer. Math. Soc. 256 (1979) 125–144.https://doi.org/10.1090/S0002-9947-1979-0546911-1Google Scholar
  12. C. Lemaréchal: Bundle methods in nonsmooth optimization, in: Nonsmooth Optimization (Laxenburg, 1977), C. Lemaréchal, R. Mifflin (eds.), IIASA Proc. Ser. 3, Pergamon Press, Oxford (1978) 79–102.Google Scholar
  13. C. Lemaréchal, A. Nemirovskii, Y. Nesterov: New variants of bundle methods, Math. Program., Ser. B 69(1) (1995) 111–147.https://doi.org/10.1007/BF01585555Google Scholar
  14. M. M. Mäkelä, P. Neittaanmäki: Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control, World Scientific, Singapore (1992).https://doi.org/10.1142/1493Google Scholar
  15. R. Mifflin: Semismooth and semiconvex functions in constrained optimization, SIAM J. Control Optim. 15(6) (1977) 959–972.https://doi.org/10.1137/0315061Google Scholar
  16. R. Mifflin: A modification and extension of Lemarechal’s algorithm for nonsmooth minimization, in: Nondifferentiable and Variational Techniques in Optimization (Lexington, 1980), D. C. Sorensen, R. J.-B. Wets (eds.), Math. Programming Stud. 17, North-Holland, Amsterdam (1982) 77–90.https://doi.org/10.1007/BFb0120960Google Scholar
  17. D. Noll: Cutting plane oracles to minimize non-smooth non-convex functions, Set-Valued Var. Anal. 18(3–4) (2010) 531–568.https://doi.org/10.1007/s11228-010-0159-3Google Scholar
  18. D. Noll: Bundle method for non-convex minimization with inexact subgradients and function values, in: Computational and Analytical Mathematics, D. H. Bailey et al. (eds.), Springer Proc. Math. Stat. 50, Springer, New York (2013) 555–592.https://doi.org/10.1007/978-1-4614-7621-4_26Google Scholar
  19. D. Noll, O. Prot, A. Rondepierre: A proximity control algorithm to minimize nonsmooth and nonconvex functions, Pacific J. Optim. 4(3) (2008) 571–604.Google Scholar
  20. A. M. Ostrowski: Solutions of Equations in Euclidean and Banach Spaces, Pure and Applied Mathematics 9, Academic Press, New York (1973).Google Scholar
  21. E. Polak: Optimization: Algorithms and Consistent Approximations, Appl. Math. Sci. 124, Springer, New York (1997).https://doi.org/10.1007/978-1-4612-0663-7Google Scholar
  22. R. T. Rockafellar, R. J.-B. Wets: Variational Analysis, Springer, Berlin (1998).https://doi.org/10.1007/978-3-642-02431-3Google Scholar
  23. J. E. Spingarn: Submonotone subdifferentials of Lipschitz functions, Trans. Amer. Math. Soc. 264(1) (1981) 77–89.https://doi.org/10.1090/S0002-9947-1981-0597868-8Google Scholar

M. N. Dao. “Bundle Method for Nonconvex Nonsmooth Constrained Optimization.” Journal of Convex Analysis 22 (2015), No. 4, 1061–1090. https://doi.org/10.68381/jca22056