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New proximal bundle algorithm based on the gradient sampling method for nonsmooth nonconvex optimization with exact and inexact information.
- Source :
-
Numerical Algorithms . Oct2023, Vol. 94 Issue 2, p765-787. 23p. - Publication Year :
- 2023
-
Abstract
- In this paper, we focus on a descent algorithm for solving nonsmooth nonconvex optimization problems. The proposed method is based on the proximal bundle algorithm and the gradient sampling method and uses the advantages of both. In addition, this algorithm has the ability to handle inexact information, which creates additional challenges. The global convergence is proved with probability one. More precisely, every accumulation point of the sequence of serious iterates is either a stationary point if exact values of gradient are provided or an approximate stationary point if only inexact information of the function and gradient values is available. The performance of the proposed algorithm is demonstrated using some academic test problems. We further compare the new method with a general nonlinear solver and two other methods specifically designed for nonconvex nonsmooth optimization problems. [ABSTRACT FROM AUTHOR]
- Subjects :
- *NONSMOOTH optimization
*SAMPLING methods
*ALGORITHMS
*CONVEX functions
Subjects
Details
- Language :
- English
- ISSN :
- 10171398
- Volume :
- 94
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Numerical Algorithms
- Publication Type :
- Academic Journal
- Accession number :
- 171387695
- Full Text :
- https://doi.org/10.1007/s11075-023-01519-8