Multiobjective proximal bundle method for nonconvex nonsmooth optimization: Fortran subroutine MPBNGC 2.0. MPBNGC is a multiobjective proximal bundle method for nonconvex, nonsmooth (nondifferentiable) and generally constrained minimization. The software is free for academic teaching and research purposes but I ask you to refer at least one of the references given below if you use it. If you have any questions conserning the software, please contact directly the author Prof. Marko M. Mäkelä

References in zbMATH (referenced in 11 articles )

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  1. Joki, Kaisa; Bagirov, Adil M.; Karmitsa, Napsu; Mäkelä, Marko M.: A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes (2017)
  2. Khan, Kamil A.; Watson, Harry A.J.; Barton, Paul I.: Differentiable McCormick relaxations (2017)
  3. Yuan, Gonglin; Meng, Zehong; Li, Yong: A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations (2016)
  4. Hannes Fendl, Hermann Schichl: A feasible second order bundle algorithm for nonsmooth nonconvex optimization problems with inequality constraints: II. Implementation and numerical results (2015) arXiv
  5. Karmitsa, Napsu: Diagonal bundle method for nonsmooth sparse optimization (2015)
  6. Wechsung, Achim; Scott, Joseph K.; Watson, Harry A.J.; Barton, Paul I.: Reverse propagation of McCormick relaxations (2015)
  7. Burachik, Regina S.; Freire, Wilhelm P.; Kaya, C.Yalçın: Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality (2014)
  8. Mäkelä, Marko M.; Karmitsa, Napsu; Bagirov, Adil: Subgradient and bundle methods for nonsmooth optimization (2013)
  9. Karmitsa, N.; Bagirov, A.; Mäkelä, M.M.: Comparing different nonsmooth minimization methods and software (2012)
  10. Karmitsa, Napsu; Mäkelä, Marko M.: Limited memory bundle method for large bound constrained nonsmooth optimization: convergence analysis (2010)
  11. Karmitsa, N.; Mäkelä, M.M.: Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization (2010)