Journal of Convex Analysis 22 (2015), No. 4, 1061--1090
Copyright Heldermann Verlag 2015
Bundle Method for Nonconvex Nonsmooth Constrained Optimization
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
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.
Keywords: Nonsmooth optimization, constrained optimization, bundle method, lower-C1 function, upper-C1 function.
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