Abstract

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-C1 and upper-C1 functions.

Author information

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

Keywords

  • Nonsmooth optimization
  • constrained optimization
  • bundle method
  • lower-C1 function
  • upper-C1 function

Suggested citation

M. N. Dao. “Bundle Method for Nonconvex Nonsmooth Constrained Optimization.” Journal of Convex Analysis 22 (2015), No. 4, 1061–1090.

Copyright Banach Press 2015