Aggregate codifferential method for nonsmooth DC optimization

Tor A. H., Bagirov A., KARASÖZEN B.

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

  • Publication Type: Article / Article
  • Volume: 259
  • Publication Date: 2014
  • Doi Number: 10.1016/j.cam.2013.08.010
  • Journal Name: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.851-867
  • Keywords: Nonsmooth optimization, DC programming, Subdifferential, Codifferential, UNCONSTRAINED MINIMIZATION, BUNDLE METHODS, PROXIMITY CONTROL, ALGORITHM, SMOOTH
  • Abdullah Gül University Affiliated: No

Abstract

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.