A Decomposition Method with Redistributed Subroutine for Constrained Nonconvex Optimization

作者:Lu, Yuan; Wang, Wei*; Pang, Li-Ping; Li, Dan
来源:Abstract and Applied Analysis, 2013, 2013: 376403.
DOI:10.1155/2013/376403

摘要

A class of constrained nonsmooth nonconvex optimization problems, that is, piecewise C-2 objectives with smooth inequality constraints are discussed in this paper. Based on the VU-theory, a superlinear convergent VU-algorithm, which uses a nonconvex redistributed proximal bundle subroutine, is designed to solve these optimization problems. An illustrative example is given to show how this convergent method works on a Second-Order Cone programming problem.

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