Aggregate codifferential method for nonsmooth DC optimization

Tor A. H., Bagirov A., KARASÖZEN B.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, cilt.259, ss.851-867, 2014 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 259
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1016/j.cam.2013.08.010
  • Dergi Adı: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.851-867
  • Anahtar Kelimeler: Nonsmooth optimization, DC programming, Subdifferential, Codifferential, UNCONSTRAINED MINIMIZATION, BUNDLE METHODS, PROXIMITY CONTROL, ALGORITHM, SMOOTH
  • Abdullah Gül Üniversitesi Adresli: Hayır

Özet

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.