Friday, 10:30 - 10:55 h, Room: H 1012

 

Wilhelm Freire
Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality

Coauthors: Regina Burachik, C. Yalcin Kaya

 

Abstract:
We propose a new method, called Interior Epigraph Directions Method (IED), for constrained nonsmooth and nonconvex optimization which uses a generalized augmented Lagrangian duality scheme. The IED method takes advantage of the special structure of the epigraph of the dual function. We prove that all the accumulation points of the primal sequence generated by IED are solutions of the original problem. We carry out numerical experiments by using test problems from the literature. In particular, we study several instances of the Kissing Number Problem. Our experiments show that the quality of the solutions obtained by IED is comparable with those obtained by other solvers.

 

Talk 1 of the contributed session Fri.1.H 1012
"Topics in nonsmooth nonconvex optimization" [...]
Cluster 17
"Nonsmooth optimization" [...]

 

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