A bundle filter method for nonsmooth nonlinear optimization

  • Roger Fletcher
  • Sven Leyffer
    • Categories Convex and Nonsmooth Optimization, Nonsmooth Optimization Tags , , Short URL: https://optimization-online.org/?p=8434

    We consider minimizing a nonsmooth objective subject to nonsmooth constraints. The nonsmooth functions are approximated by a bundle of subgradients. The novel idea of a filter is used to promote global convergence.

    Citation

    NA\195, Department of Mathematics, University of Dundee, UK, December, 1999

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