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Comparing Nonsmooth Nonconvex Bundle Methods in Solving Hemivariational Inequalities
Authors:MM MÄKELÄ  M Miettinen  L LUKŠAN  J VLČEK
Institution:(1) Laboratory of Scientific Computing, Department of Mathematics, University of Jyväskylä, P.O. Box 35, FIN-40351 Jyväskylä, Finland;(2) Academy of Sciences of the Czech Republic, Institute of Computer Science, Pod vodárenskou vecaronzcaroní 2, 182 07 Prague 8, Czech Republic
Abstract:Hemivariational inequalities can be considered as a generalization of variational inequalities. Their origin is in nonsmooth mechanics of solid, especially in nonmonotone contact problems. The solution of a hemivariational inequality proves to be a substationary point of some functional, and thus can be found by the nonsmooth and nonconvex optimization methods. We consider two type of bundle methods in order to solve hemivariational inequalities numerically: proximal bundle and bundle-Newton methods. Proximal bundle method is based on first order polyhedral approximation of the locally Lipschitz continuous objective function. To obtain better convergence rate bundle-Newton method contains also some second order information of the objective function in the form of approximate Hessian. Since the optimization problem arising in the hemivariational inequalities has a dominated quadratic part the second order method should be a good choice. The main question in the functioning of the methods is how remarkable is the advantage of the possible better convergence rate of bundle-Newton method when compared to the increased calculation demand.
Keywords:Bundle methods  Hemivariational inequalities  Nondifferentiable programming  Nonmonotone contact problems  Substationary points
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