个人信息Personal Information
副教授
硕士生导师
性别:女
毕业院校:大连理工大学
学位:博士
所在单位:数学科学学院
学科:运筹学与控制论
联系方式:guoff@dlut.edu.cn
电子邮箱:guoff@dlut.edu.cn
An Approximate Redistributed Proximal Bundle Method with Inexact Data for Minimizing Nonsmooth Nonconvex Functions
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论文类型:期刊论文
发表时间:2015-01-01
发表刊物:MATHEMATICAL PROBLEMS IN ENGINEERING
收录刊物:SCIE、EI、Scopus
卷号:2015
ISSN号:1024-123X
摘要:We describe an extension of the redistributed technique form classical proximal bundle method to the inexact situation for minimizing nonsmooth nonconvex functions. The cutting-planes model we construct is not the approximation to the whole nonconvex function, but to the local convexification of the approximate objective function, and this kind of local convexification is modified dynamically in order to always yield nonnegative linearization errors. Since we only employ the approximate function values and approximate subgradients, theoretical convergence analysis shows that an approximate stationary point or some double approximate stationary point can be obtained under some mild conditions.