Algorithm 811: NDA: algorithms for nondifferentiable optimization. We present four basic Fortran subroutines for nondifferentiable optimization with simple bounds and general linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic programming variable metric algorithm. Subroutines PBUN and PNEW, intended for general nonsmooth problems, are based on bundle-type methods. Subroutine PVAR is based on special nonsmooth variable metric methods. Besides the description of methods and codes, we propose computational experiments which demonstrate the efficiency of this approach. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

References in zbMATH (referenced in 12 articles , 1 standard article )

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  1. Barton, Paul I.; Khan, Kamil A.; Stechlinski, Peter; Watson, Harry A. J.: Computationally relevant generalized derivatives: theory, evaluation and applications (2018)
  2. Scott, Joseph K.; Barton, Paul I.: Reachability analysis and deterministic global optimization of DAE models (2015)
  3. Wechsung, Achim; Scott, Joseph K.; Watson, Harry A. J.; Barton, Paul I.: Reverse propagation of McCormick relaxations (2015)
  4. Wechsung, Achim; Barton, Paul I.: Global optimization of bounded factorable functions with discontinuities (2014)
  5. Bagirov, A. M.; Jin, L.; Karmitsa, N.; Al Nuaimat, A.; Sultanova, N.: Subgradient method for nonconvex nonsmooth optimization (2013)
  6. Nesemann, Leo; Stephan, Ernst P.: Numerical solution of an adhesion problem with FEM and BEM (2012)
  7. Bagirov, A. M.; Ugon, J.: Codifferential method for minimizing nonsmooth DC functions (2011)
  8. Bagirov, Adil M.; Ganjehlou, Asef Nazari: A quasisecant method for minimizing nonsmooth functions (2010)
  9. Bagirov, A. M.; Ganjehlou, A. Nazari; Ugon, J.; Tor, A. H.: Truncated codifferential method for nonsmooth convex optimization (2010)
  10. Lama, Nicola; Boracchi, Patrizia; Biganzoli, Elia: Exploration of distributional models for a novel intensity-dependent normalization procedure in censored gene expression data (2009)
  11. Homescu, Chris; Navon, I. M.: Optimal control of flow with discontinuities. (2003)
  12. Lukšan, Ladislav; Vlček, Jan: Algorithm 811: NDA: algorithms for nondifferentiable optimization (2001)