A bundle type approach to the unconstrained minimization of convex nonsmooth functions |
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Authors: | Manlio Gaudioso Maria Flavia Monaco |
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Institution: | (1) CRAI, Roges, Cosenza, Italia |
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Abstract: | A numerical method for the unconstrained minimization of a convex nonsmooth function of several variables is presented. It is closely related to the bundle type approach and to the conjugate subgradient method. A way is suggested to reduce the amount of information to be stored during the computational procedure. Global convergence of the method to the minimum is proved. |
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Keywords: | Nonsmooth Optimization Subgradient Subdifferential Bundle Type Method Deletion Rule Resetting |
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