Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control

  • Authors:

  • A. Fuduli;M. Gaudioso;G. Giallombardo

  • Affiliations:

  • -;-;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2003

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Abstract

We describe an extension of the classical cutting plane algorithm to tackle the unconstrained minimization of a nonconvex, not necessarily differentiable function of several variables.The method is based on the construction of both a lower and an upper polyhedral approximation to the objective function and is related to the use of the concept of proximal trajectory.Convergence to a stationary point is proved for weakly semismooth functions.