Double Bundle Method for Nonsmooth DC Optimization

@inproceedings{Karmitsa2017DoubleBM,
  title={Double Bundle Method for Nonsmooth DC Optimization},
  author={Napsu Karmitsa and Marko M. M{\"a}kel{\"a} and Sona Taheri Double},
  year={2017}
}
The aim of this paper is to introduce a new proximal double bundle method for unconstrained nonsmooth DC optimization, where the objective function is presented as a difference of two convex (DC) functions. The novelty in our method is a new stopping procedure guaranteeing Clarke stationarity for solutions by utilizing only DC components of the objective function. This optimality condition is stronger than the criticality condition typically used in DC programming. Moreover, if a candidate… CONTINUE READING

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