We discuss a bundle method to minimize non-smooth and non-convex locally Lipschitz functions. We analyze situations where only inexact subgradients or function values are available. For suitable classes of non-smooth functions we prove convergence of our algorithm to approximate critical points.
Citation
To appear in: Computational and Analytical Mathematics. Springer Proceedings in Mathematics
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View Bundle method for non-convex minimization with inexact subgradients and function values