Subgradient Method for Nonconvex Nonsmooth Optimization

A. M. Bagirov (), L. Jin, N. Karmitsa, A. Al Nuaimat and N. Sultanova
Additional contact information
A. M. Bagirov: University of Ballarat
L. Jin: University of Ballarat
N. Karmitsa: University of Turku
A. Al Nuaimat: University of Ballarat
N. Sultanova: University of Ballarat

Journal of Optimization Theory and Applications, 2013, vol. 157, issue 2, No 6, 416-435

Abstract: Abstract In this paper, we introduce a new method for solving nonconvex nonsmooth optimization problems. It uses quasisecants, which are subgradients computed in some neighborhood of a point. The proposed method contains simple procedures for finding descent directions and for solving line search subproblems. The convergence of the method is studied and preliminary results of numerical experiments are presented. The comparison of the proposed method with the subgradient and the proximal bundle methods is demonstrated using results of numerical experiments.

Keywords: Nonsmooth optimization; Nonconvex optimization; Subgradient method; Bundle method (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-012-0167-6

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