On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization

Authors:
Liusheng Hou;Wenyu Sun
Affiliations:
School of Mathematics and Computer Science, Nanjing Normal University, Nanjing, People's Republic of China;School of Mathematics and Computer Science, Nanjing Normal University, Nanjing, People's Republic of China
Venue:
Optimization Methods & Software - Dedicated to Professor Michael J.D. Powell on the occasion of his 70th birthday
Year:
2008

Citing 6
Cited 0

A nonmonotone line search technique for Newton's method

SIAM Journal on Numerical Analysis
Proximity control in bundle methods for convex

Mathematical Programming: Series A and B
Nonmonotone bundle-type scheme for convex nonsmooth minimization

Journal of Optimization Theory and Applications
Nonmonotonic trust region algorithm

Journal of Optimization Theory and Applications
A quasi-second-order proximal bundle algorithm.

Mathematical Programming: Series A and B
Variable metric bundle methods: from conceptual to implementable forms

Mathematical Programming: Series A and B - Special issue on computational nonsmooth optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper, an algorithm for convex nonsmooth minimization that employs both proximal bundle method and nonmonotone technique is proposed. The global convergence of the proposed algorithm is established.