Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6422767 | Journal of Computational and Applied Mathematics | 2014 | 17 Pages |
Abstract
A new algorithm is developed based on the concept of codifferential for minimizing the difference of convex nonsmooth functions. Since the computation of the whole codifferential is not always possible, we use a fixed number of elements from the codifferential to compute the search directions. The convergence of the proposed algorithm is proved. The efficiency of the algorithm is demonstrated by comparing it with the subgradient, the truncated codifferential and the proximal bundle methods using nonsmooth optimization test problems.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ali Hakan Tor, Adil Bagirov, Bülent Karasözen,