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Restricted step and Levenberg-Marquardt techniques in proximal bundle methods for nonconvex nondifferentiable optimization. (English) Zbl 0846.65028

A trust region method and a Levenberg-Marquardt method are presented. A general framework for proving global convergence of such methods and their modifications is given. Some numerical experiences are reported.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming

Software:

TOLMIN
Full Text: DOI