Aggregate codifferential method for nonsmooth DC optimization

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:259

Article

Tor, Ali Hakan^1,2  Bagirov, Adil³  Karasozen, Bulent^1,4 

[1] Middle E Tech Univ, Dept Math, TR-06531 Ankara, Turkey

[2] Yuzuncu Yil Univ, Dept Math, Van, Turkey

[3] Univ Ballarat, Sch Sci Informat Technol & Engn, Victoria, Australia

[4] Middle E Tech Univ, Inst Appl Math, TR-06531 Ankara, Turkey

关键词: Nonsmooth optimization;    DC programming;    Subdifferential;    Codifferential;   

DOI  :  10.1016/j.cam.2013.08.010

来源: Elsevier

【 摘 要 】

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. (C) 2013 Elsevier B.V. All rights reserved.

【 授权许可】

Free