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An integral descent method for nonsmooth optimization. (Chinese. English summary) Zbl 0728.90080

Summary: A new concept - integrality along some directions - is suggested: On the basis of obtaining subgradients by using this integrality concept and the basic idea of the bundle method, we give two descent algorithms for unconstrained non-smooth optimization. These two algorithms can be practically implemented for Lipschitz continuous functions.

MSC:

90C30 Nonlinear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
49J52 Nonsmooth analysis
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