Geodesic
Bundle Method for Nonconvex Nonsmooth Constrained Optimization
Journal of convex analysis, Tome 22 (2015) no. 4, pp. 1061-109
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The paper develops a nonconvex bundle method based on the downshift mechanism and a proximity control management technique to solve nonconvex nonsmooth constrained optimization problems. We prove its global convergence in the sense of subsequences for both classes of lower-C1 and upper-C1 functions.
Mots-clés : Nonsmooth optimization, constrained optimization, bundle method, lower-C1 function, upper-C1 function 
@article{JCA_2015_22_4_JCA_2015_22_4_a8,
     author = {M. N. Dao},
     title = {Bundle {Method} for {Nonconvex} {Nonsmooth} {Constrained} {Optimization}},
     journal = {Journal of convex analysis},
     pages = {1061--109},
     year = {2015},
     volume = {22},
     number = {4},
     url = {http://geodesic.mathdoc.fr/item/JCA_2015_22_4_JCA_2015_22_4_a8/}
}
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M. N. Dao. Bundle Method for Nonconvex Nonsmooth Constrained Optimization. Journal of convex analysis, Tome 22 (2015) no. 4, pp. 1061-109. http://geodesic.mathdoc.fr/item/JCA_2015_22_4_JCA_2015_22_4_a8/