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 57 articles , 1 standard article )

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  1. Shen, Jie; Liu, Xiao-Qian; Guo, Fang-Fang; Wang, Shu-Xin: An approximate redistributed proximal bundle method with inexact data for minimizing nonsmooth nonconvex functions (2015)
  2. Wechsung, Achim; Scott, Joseph K.; Watson, Harry A. J.; Barton, Paul I.: Reverse propagation of McCormick relaxations (2015)
  3. Bagirov, Adil; Karmitsa, Napsu; Mäkelä, Marko M.: Introduction to nonsmooth optimization. Theory, practice and software (2014)
  4. Burachik, Regina S.; Freire, Wilhelm P.; Kaya, C. Yalçın: Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality (2014)
  5. Hare, W. L.; Lucet, Y.: Derivative-free optimization via proximal point methods (2014)
  6. Khan, Kamil A.; Barton, Paul I.: Generalized derivatives for solutions of parametric ordinary differential equations with non-differentiable right-hand sides (2014)
  7. Wechsung, Achim; Barton, Paul I.: Global optimization of bounded factorable functions with discontinuities (2014)
  8. Yang, Yang; Pang, Liping; Ma, Xuefei; Shen, Jie: Constrained nonconvex nonsmooth optimization via proximal bundle method (2014)
  9. Yuan, Gonglin; Wei, Zengxin; Li, Guoyin: A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs (2014)
  10. Bagirov, A. M.; Jin, L.; Karmitsa, N.; Al Nuaimat, A.; Sultanova, N.: Subgradient method for nonconvex nonsmooth optimization (2013)
  11. Li, Qiong: Conjugate gradient type methods for the nondifferentiable convex minimization (2013)
  12. Mäkelä, Marko M.; Karmitsa, Napsu; Bagirov, Adil: Subgradient and bundle methods for nonsmooth optimization (2013)
  13. Yuan, Gonglin; Wei, Zengxin; Wang, Zhongxing: Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization (2013)
  14. Karmitsa, N.; Bagirov, A.; Mäkelä, M. M.: Comparing different nonsmooth minimization methods and software (2012)
  15. Nesemann, Leo; Stephan, Ernst P.: Numerical solution of an adhesion problem with FEM and BEM (2012)
  16. Bagirov, A. M.; Ugon, J.: Codifferential method for minimizing nonsmooth DC functions (2011)
  17. Bagirov, Adil M.; Ganjehlou, Asef Nazari: A quasisecant method for minimizing nonsmooth functions (2010)
  18. Bagirov, A. M.; Ganjehlou, A. Nazari; Ugon, J.; Tor, A. H.: Truncated codifferential method for nonsmooth convex optimization (2010)
  19. Hare, Warren; Sagastizábal, Claudia: A redistributed proximal bundle method for nonconvex optimization (2010)
  20. Šestak, Ivan; Jovanović, Boško S.: Approximation of thermoelasticity contact problem with nonmonotone friction (2010)