A Decomposition Method with Redistributed Subroutine for Constrained Nonconvex Optimization

A class of constrained nonsmooth nonconvex optimization problems, that is, piecewise C2 objectives with smooth inequality constraints are discussed in this paper. Based on the 𝒱𝒰-theory, a superlinear convergent 𝒱𝒰-algorithm, which uses a nonconvex redistributed proximal bundle subroutine, is design...

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Bibliographic Details
Main Authors: Yuan Lu, Wei Wang, Li-Ping Pang, Dan Li
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/376403
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Summary:A class of constrained nonsmooth nonconvex optimization problems, that is, piecewise C2 objectives with smooth inequality constraints are discussed in this paper. Based on the 𝒱𝒰-theory, a superlinear convergent 𝒱𝒰-algorithm, which uses a nonconvex redistributed proximal bundle subroutine, is designed to solve these optimization problems. An illustrative example is given to show how this convergent method works on a Second-Order Cone programming problem.
ISSN:1085-3375
1687-0409