Cutting plane oracles to minimize non-smooth non-convex functions
نویسنده
چکیده
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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تاریخ انتشار 2010