A Proximity Control Algorithm to Minimize Nonsmooth and Nonconvex Functions - Université de Limoges Accéder directement au contenu
Article Dans Une Revue Pacific journal of optimization Année : 2008

A Proximity Control Algorithm to Minimize Nonsmooth and Nonconvex Functions

Olivier Prot
DMI

Résumé

We present a new proximity control bundle algorithm to minimize nonsmooth and nonconvex locally Lipschitz functions. In contrast with the traditional oracle-based methods in nonsmooth program- ming, our method is model-based and can accommodate cases where several Clarke subgradients can be computed at reasonable cost. We propose a new way to manage the proximity control parameter, which allows us to handle nonconvex objectives. We prove global convergence of our method in the sense that every accumulation point of the sequence of serious steps is critical. Our method is tested on a variety of examples in H∞-controller synthesis.
Fichier principal
Vignette du fichier
pjo.pdf (355.43 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00464695 , version 1 (04-06-2018)

Identifiants

  • HAL Id : hal-00464695 , version 1

Citer

Dominikus Noll, Olivier Prot, Aude Rondepierre. A Proximity Control Algorithm to Minimize Nonsmooth and Nonconvex Functions. Pacific journal of optimization, 2008, 4 (3), pp.571-604. ⟨hal-00464695⟩
223 Consultations
128 Téléchargements

Partager

Gmail Facebook X LinkedIn More