Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/317842 
Year of Publication: 
2023
Citation: 
[Journal:] Journal of Global Optimization [ISSN:] 1573-2916 [Volume:] 88 [Issue:] 2 [Publisher:] Springer US [Place:] New York [Year:] 2023 [Pages:] 285-326
Publisher: 
Springer US, New York
Abstract: 
Abstract A bundle method for minimizing the difference of convex (DC) and possibly nonsmooth functions is developed. The method may be viewed as an inexact version of the DC algorithm, where each subproblem is solved only approximately by a bundle method. We always terminate the bundle method after the first serious step. This yields a descent direction for the original objective function, and it is shown that a stepsize of at least one is accepted in this way. Using a line search, even larger stepsizes are possible. The overall method is shown to be globally convergent to critical points of DC programs. The new algorithm is tested and compared to some other solution methods on several examples and realistic applications.
Subjects: 
DC optimization
Bundle method
Global convergence
Critical points
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version
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