- Title
- Codifferential method for minimizing nonsmooth DC functions
- Creator
- Bagirov, Adil; Ugon, Julien
- Date
- 2011
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/34396
- Identifier
- vital:4072
- Identifier
-
https://doi.org/10.1007/s10898-010-9569-x
- Identifier
- ISSN:0925-5001
- Abstract
- In this paper, a new algorithm to locally minimize nonsmooth functions represented as a difference of two convex functions (DC functions) is proposed. The algorithm is based on the concept of codifferential. It is assumed that DC decomposition of the objective function is known a priori. We develop an algorithm to compute descent directions using a few elements from codifferential. The convergence of the minimization algorithm is studied and its comparison with different versions of the bundle methods using results of numerical experiments is given. © 2010 Springer Science+Business Media, LLC.
- Publisher
- Springer
- Relation
- Journal of Global Optimization Vol. 50, no. 1 (2011), p. 3-22; http://purl.org/au-research/grants/arc/DP0666061
- Rights
- Copyright 2011 Springer
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0103 Numerical and Computational Mathematics; 0102 Applied Mathematics; Codifferential; DC functions; Nonconvex optimization; Nonsmooth optimization; Sub-differential
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