Cutting Plane Oracles to Minimize Non-smooth Non-convex Functions |
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Authors: | Dominikus Noll |
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Institution: | 1. Institut de Mathématiques, Université Paul Sabatier, Toulouse, France
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Abstract: | We discuss a bundle method for non-smooth non-convex optimization programs. In the absence of convexity, a substitute for the cutting plane mechanism has to be found. We propose such a mechanism and prove convergence of our method in the sense that every accumulation point of the sequence of serious iterates is critical. |
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