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.

References in zbMATH (referenced in 48 articles , 1 standard article )

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  1. Mahdavi-Amiri, N.; Shaeiri, M.: An adaptive competitive penalty method for nonsmooth constrained optimization (2017)
  2. Dao, Minh N.; Gwinner, Joachim; Noll, Dominikus; Ovcharova, Nina: Nonconvex bundle method with application to a delamination problem (2016)
  3. Drori, Yoel; Teboulle, Marc: An optimal variant of Kelley’s cutting-plane method (2016)
  4. Hare, W.; Sagastizábal, C.; Solodov, M.: A proximal bundle method for nonsmooth nonconvex functions with inexact information (2016)
  5. Nagesseur, Ludovic: A bundle method using two polyhedral approximations of the $\epsilon $-enlargement of a maximal monotone operator (2016)
  6. Ou, Yigui; Lin, Haichan: An ODE-like nonmonotone method for nonsmooth convex optimization (2016)
  7. Stechlinski, Peter G.; Barton, Paul I.: Generalized derivatives of differential-algebraic equations (2016)
  8. Yousefpour, Rohollah: Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization (2016)
  9. Yuan, Gonglin; Meng, Zehong; Li, Yong: A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations (2016)
  10. Yuan, Gonglin; Wei, Zengxin: A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems (2016)
  11. Akbari, Z.; Yousefpour, R.; Reza Peyghami, M.: A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems (2015)
  12. Scott, Joseph K.; Barton, Paul I.: Reachability analysis and deterministic global optimization of DAE models (2015)
  13. Wechsung, Achim; Scott, Joseph K.; Watson, Harry A.J.; Barton, Paul I.: Reverse propagation of McCormick relaxations (2015)
  14. Bagirov, Adil; Karmitsa, Napsu; Mäkelä, Marko M.: Introduction to nonsmooth optimization. Theory, practice and software (2014)
  15. Burachik, Regina S.; Freire, Wilhelm P.; Kaya, C.Yalçın: Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality (2014)
  16. Hare, W.L.; Lucet, Y.: Derivative-free optimization via proximal point methods (2014)
  17. Khan, Kamil A.; Barton, Paul I.: Generalized derivatives for solutions of parametric ordinary differential equations with non-differentiable right-hand sides (2014)
  18. Wechsung, Achim; Barton, Paul I.: Global optimization of bounded factorable functions with discontinuities (2014)
  19. Yang, Yang; Pang, Liping; Ma, Xuefei; Shen, Jie: Constrained nonconvex nonsmooth optimization via proximal bundle method (2014)
  20. Yuan, Gonglin; Wei, Zengxin; Li, Guoyin: A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs (2014)

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