A DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization
Antonio Fuduli, Manlio Gaudioso, Giovanni Giallombardo · Optimization methods & software · 2004
We introduce an algorithm to minimize a function of several variables with no convexity nor smoothness assumptions. The main peculiarity of our approach is the use of an objective function model which is the difference of two piecewise affine convex functions. Bundling and trust region concepts are embedded into the algorithm. Convergence of the algorithm to a stationary point is proved and some numerical results are reported.