Abstract

An algorithm based on Lemarechal’s bundle method for nonsmooth and nonconvex engineering optimization is proposed. The convergence result is given and proved. The algorithm’s numerical implementation is discussed in detail. By the numerical methods proposed by this paper, most bundle methods could be used in practical engineering optimization. Finally, some numerical results are presented to show its efficiency.

Volume Subject Area:
26th Design Automation Conference
Keywords:
bundle methods, nonsmooth and nonconvex optimization, numerical implementation
Topics:
Algorithms, Optimization
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