The introduction of proximal bundle algorithm for solving nonsmooth optimization problems

Document Type : Promotional Paper

Author

Department of Applied Mathematics and Computer Science - Faculty of Mathematics and Statistics - University of Isfahan

Abstract

Proximal Bundle Algorithm is one of the suitable algorithms for solving nonsmooth optimization problems. Initially introduced for solving unconstrained convex nonsmooth optimization problems, this algorithm has been extended over the years to solve various problems. The aim of this article is to introduce this algorithm and extend it to solve unconstrained nonconvex nonsmooth optimization problems. At the end of the article, we implement the Proximal Bundle algorithm for solving nonconvex optimization problems in the MatLab software and present the results of running the algorithm for several examples.

Keywords


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