Nonmonotone bundle-type scheme for convex nonsmooth minimization

In this paper, we present a general scheme for bundle-type algorithms which includes a nonmonotone line search procedure and for which global convergence can be proved. Some numerical examples are reported, showing that the nonmonotonicity can be beneficial from a computational point of view.This work was partially supported by the National Research Program on Metodi di ottimizzazione per le decisioni, Ministero dell' Universitá e della Ricerca Scientifica e Tecnologica and by ASI: Agenzia Spaziale Italiana.