- Title
- A quasisecant method for minimizing nonsmooth functions
- Creator
- Bagirov, Adil; Ganjehlou, Asef Nazari
- Date
- 2010
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/33120
- Identifier
- vital:2933
- Identifier
-
https://doi.org/10.1080/10556780903151565
- Identifier
- ISSN:1055-6788
- Abstract
- We present an algorithm to locally minimize nonsmooth, nonconvex functions. In order to find descent directions, the notion of quasisecants, introduced in this paper, is applied. We prove that the algorithm converges to Clarke stationary points. Numerical results are presented demonstrating the applicability of the proposed algorithm to a wide variety of nonsmooth, nonconvex optimization problems. We also compare the proposed algorithm with the bundle method using numerical results.
- Publisher
- Taylor & Francis
- Relation
- Optimization Methods and Software Vol. 25, no. 1 (2010), p. 3-18; http://purl.org/au-research/grants/arc/DP0666061
- Rights
- Copyright Taylor & Francis
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0103 Numerical and Computational Mathematics; 0102 Applied Mathematics; 0802 Computation Theory and Mathematics; Bundle method; Nonconvex optimization; Nonsmooth optimization; Subdifferential
- Reviewed
- Hits: 5239
- Visitors: 5167
- Downloads: 1
| Thumbnail | File | Description | Size | Format |
|---|