A splitting bundle approach for non-smooth non-convex minimization
Antonio Fuduli, Manlio Gaudioso, E. A. Nurminskii · Optimization · 2013
We present a bundle-type method for minimizing non-convex non-smooth functions. Our approach is based on the partition of the bundle into two sets, taking into account the local convex or concave behaviour of the objective function. Termination at a point satisfying an approximate stationarity condition is proved and numerical results are provided.