We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
A Nonconvex Proximal Bundle Method for Nonsmooth Constrained Optimization.
- Authors
Shen, Jie; Guo, Fang-Fang; Xu, Na
- Abstract
An implementable algorithm for solving nonsmooth nonconvex constrained optimization is proposed by combining bundle ideas, proximity control, and the exact penalty function. We construct two kinds of approximations to nonconvex objective function; these two approximations correspond to the convex and concave behaviors of the objective function at the current point, which captures precisely the characteristic of the objective function. The penalty coefficients are increased only a finite number of times under the conditions of Slater constraint qualification and the boundedness of the constrained set, which limit the unnecessary penalty growth. The given algorithm converges to an approximate stationary point of the exact penalty function for constrained nonconvex optimization with weakly semismooth objective function. We also provide the results of some preliminary numerical testing to show the validity and efficiency of the proposed method.
- Subjects
NONSMOOTH optimization; CONSTRAINED optimization; CHARACTERISTIC functions; TEST validity
- Publication
Complexity, 2024, p1
- ISSN
1076-2787
- Publication type
Article
- DOI
10.1155/2024/5720769