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3054. A bundle-type method based on descent-ascent directions for solving nonsmooth DC programs
Invited abstract in session TC-41: Subgradient-based methods, stream Nonsmooth Optimization.
Tuesday, 12:30-14:00Room: 97 (building: 306)
Authors (first author is the speaker)
| 1. | Giovanni Giallombardo
|
| DIMES, University of Calabria | |
| 2. | Manlio Gaudioso
|
| DIMES, University of Calabria | |
| 3. | Giovanna Miglionico
|
| DIMES, Università della Calabria |
Abstract
We present a bundle method for the unconstrained minimization of nonsmooth difference-of-convex functions, which is based on the calculation of descent-ascent directions. In fact, we define a descent-ascent direction as a direction which is expected to simultaneously provide a descent for the minuend component function, and an increase for the subtrahend component function. The algorithm only requires evaluations of the minuend component function at each iterate-point, and it can be considered as a parsimonious bundle method, as accumulation of information takes place only in case the descent-ascent direction does not provide a sufficient decrease. Hence, bundle-resets take place every time a sufficient decrease in the objective function is achieved. No line search is performed, while proximity control is pursued independent of whether the decrease in the objective function is achieved. Computational performance of the algorithm, which is proved to terminate at a point satisfying a weak criticality condition, are reported relative to a set of benchmark DC instances, ranging from small to large size.
Keywords
- Non-smooth Optimization
- Mathematical Programming
- Continuous Optimization
Status: accepted
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