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Codifferential method for minimizing nonsmooth DC functions

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Abstract

In this paper, a new algorithm to locally minimize nonsmooth functions represented as a difference of two convex functions (DC functions) is proposed. The algorithm is based on the concept of codifferential. It is assumed that DC decomposition of the objective function is known a priori. We develop an algorithm to compute descent directions using a few elements from codifferential. The convergence of the minimization algorithm is studied and its comparison with different versions of the bundle methods using results of numerical experiments is given.

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Authors and Affiliations

  1. Centre for Informatics and Applied Optimization, School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, Victoria, 3353, Australia

    A. M. Bagirov & J. Ugon

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  1. A. M. Bagirov
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  2. J. Ugon
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Correspondence to A. M. Bagirov.

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Bagirov, A.M., Ugon, J. Codifferential method for minimizing nonsmooth DC functions. J Glob Optim 50, 3–22 (2011). https://doi.org/10.1007/s10898-010-9569-x

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