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» A proximal bundle method for nonsmooth nonconvex functions w...
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76
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SIAMJO
2008
92views more  SIAMJO 2008»
15 years 5 days ago
A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove glo...
Pierre Apkarian, Dominikus Noll, O. Prot
80
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SIAMJO
2010
84views more  SIAMJO 2010»
14 years 10 months ago
A Redistributed Proximal Bundle Method for Nonconvex Optimization
Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads ...
Warren Hare, Claudia A. Sagastizábal