Aggregate codifferential method for nonsmooth DC optimization

2014-03-15
Tor, Ali Hakan
Bagirov, Adil
Karasözen, Bülent
A new algorithm is developed based on the concept of codifferential for minimizing the difference of convex nonsmooth functions. Since the computation of the whole codifferential is not always possible, we use a fixed number of elements from the codifferential to compute the search directions. The convergence of the proposed algorithm is proved. The efficiency of the algorithm is demonstrated by comparing it with the subgradient, the truncated codifferential and the proximal bundle methods using nonsmooth optimization test problems.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

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Citation Formats
A. H. Tor, A. Bagirov, and B. Karasözen, “Aggregate codifferential method for nonsmooth DC optimization,” JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, pp. 851–867, 2014, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/29992.