Abstract
This chapter is devoted to the description of some general methods of nonsmooth optimization. The first two—the standard subgradient and the proximal bundle methods—form the basis for numerical nonsmooth optimization. In addition, we will focus on the methods that will be utilized in the clustering algorithms given in Part II of this book. They are the limited memory bundle method, DC diagonal bundle method, nonsmooth DC method, DC algorithm, discrete gradient method, and the method based on the smoothing techniques. For each of these methods we present a flowchart, give some clarifying explanations, and study convergence properties.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Audet, C., Hare, W.: Derivative-Free and Blackbox Optimization. Springer Series in Operations Research and Financial Engineering. Springer, Berlin (2017)
Bagirov, A.M., Karasözen, B., Sezer, M.: Discrete gradient method: derivative-free method for nonsmooth optimization. J. Optim. Theory Appl. 137, 317–334 (2008)
Bagirov, A.M., Al Nuaimat, A., Sultanova, N.: Hyberpolic smoothing function methodfor minimax problems. Optimization 62(6), 759–784 (2013)
Bagirov, A.M., Taheri, S., Ugon, J.: Nonsmooth DC programming approach to the minimum sum-of-squares clustering problems. Pattern Recogn. 53, 12–24 (2016)
Bertsekas., D.P.: Convex Optimization Algorithms, 2nd edn. Athena Scientific, Belmont, MA (2015)
Byrd, R.H., Nocedal, J., Schnabel, R.B.: Representations of quasi-Newton matrices and their use in limited memory methods. Math. Program. 63, 129–156 (1994)
Gaudioso, M., Gorgone, E.: Gradient set splitting in nonconvex nonsmooth numerical optimization. Optim. Methods Softw. 25, 59–74 (2010)
Haarala, M.: Large-Scale Nonsmooth Optimization: Variable Metric Bundle Method with Limited Memory. PhD thesis, Department of Mathematical Information Technology, University of Jyväskylä (2004)
Haarala, N., Miettinen, K., Mäkelä, M.M.: Globally convergent limited memory bundle method for large-scale nonsmooth optimization. Math. Program. 109(1), 181–205 (2007)
Hiriart-Urruty, J.-B., Lemarechal, C.: Convex Analysis and Minimization Algorithms I and II. Springer, Heidelberg (1993)
Karmitsa, N.: Diagonal bundle method for nonsmooth sparse optimization. J. Optim. Theory Appl. 166(3), 889–905 (2015)
Karmitsa, N., Mäkelä, M.M, Ali, M.M.: Limited memory interior point bundle method for large inequality constrained nonsmooth minimization. Appl. Math. Comput. 198(1), 382–400 (2008)
Karmitsa, N., Bagirov, A.M., Mäkelä, M. M.: Comparing different nonsmooth optimization methods and software. Optim. Methods Softw. 27(1), 131–153 (2012)
Karmitsa, N., Bagirov, A.M., Taheri, S.: New diagonal bundle method for clustering problems in large data sets. Eur. J. Oper. Res. 263(2), 367–379 (2017)
Kiwiel, K.C.: Methods of Descent for Nondifferentiable Optimization. Lecture Notes in Mathematics, vol. 1133. Springer, Berlin (1985)
Kiwiel, K.C.: Proximity control in bundle methods for convex nondifferentiable minimization. Math. Program. 46(1–3), 105–122 (1990)
Kiwiel, K.C.: Improved convergence result for the discrete gradient and secant methods for nonsmooth optimization. J. Optim. Theory Appl. 144(1), 69–75 (2010)
Kogan, J.: Introduction to Clustering Large and High-Dimensional Data. Cambridge University Press, Cambridge (2007)
Lemaréchal, C., Strodiot, J.-J., Bihain, A.: On a bundle algorithm for nonsmooth optimization. In: Mangasarian, O.L., Mayer, R.R., Robinson, S.M. (eds.) Nonlinear Programming, pp. 245–281. Academic Press, New York (1981)
Le Thi, H.A., Pham Dinh, T.: Solving a class of linearly constrained indefinite quadratic problems by D.C. algorithms. J. Glob. Optim. 11(3), 253–285 (1997)
Le Thi, H.A., Pham Dinh, T.: The DC (differnece of convex functions) programming and DCA revised with DC models of real world nonconvex optimization problems. Ann. Oper. Res. 133(1–4), 23–46 (2005)
Lukšan, L., Vlček, J.: Globally convergent variable metric method for convex nonsmooth unconstrained minimization. J. Optim. Theory Appl. 102(3), 593–613 (1999)
Mäkelä., M.M.: Survey of bundle methods for nonsmooth optimization. Optim. Methods Softw. 17(1), 1–29 (2002)
Mäkelä, M.M., Neittaanmäki, P.: Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control. World Scientific, Singapore (1992)
Mifflin, R.: A modification and an extension of Lemaréchal’s algorithm for nonsmooth minimization. Math. Program. Stud. 17, 77–90 (1982)
Robinson, S.M.: Linear convergence of epsilon-subgradient descent methods for a class of convex functions. Math. Program. 86(1), 41–50 (1999)
Schramm, H., Zowe, J.: A version of the bundle idea for minimizing a nonsmooth function: conceptual idea, convergence analysis, numerical results. SIAM J. Optim. 2(1), 121–152 (1992)
Shor, N.Z.: Minimization Methods for Non-differentiable Functions. Springer, Berlin (1985)
Sriperumbudur, B.K., Lanckriet, R.G.: On the convergence of the concave-convex procedure. In: Bengio, Y., Schuurmans, D., Lafferty, J.D., Williams, C.K.I., Culotta, A. (eds.) Proceedings of the 22nd International Conference on Neural Information Processing Systems, pp. 1759–1767. Curran Associates Inc., Red Hook (2009)
Tao, P.D.: Duality in d.c. (difference of convex functions) optimization. Subgradient methods. In: Hoffmann, K.H., et al. (ed.) Trends in Mathematical Optimization. International Series of Numer Math., vol. 84. Birkhauser, Basel (1988)
Torzcon, V.: On the convergence of pattern search algorithms. SIAM J. Optim. 7(1), 1–25 (1997)
Uryasév, S.P.: New variable metric algorithms for nondifferentiable optimization problems. J. Optim. Theory Appl. 71(2), 359–388 (1991)
Vlček, J., Lukšan, L.: Globally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization. J. Optim. Theory Appl. 111(2), 407–430 (2001)
Wolfe, P.: A method of conjugate subgradients for minimizing nondifferentiable functions. In: Balinski, M.L., Wolfe, P. (eds.) Nondifferentiable Optimization, pp. 145–173. Springer, Heidelberg (1975)
Yuille, A.L., Rangarajan, A.: The concave-convex procedure. Neural Comput. 15(4), 915–936 (2003)
Haarala, M., Miettinen, K., Mäkelä, M.M.: New limited memory bundle method for large-scale nonsmooth optimization. Optim. Methods Softw. 19(6), 673–692 (2004)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2020 Springer Nature Switzerland AG
About this chapter
Cite this chapter
M. Bagirov, A., Karmitsa, N., Taheri, S. (2020). Nonsmooth Optimization Methods. In: Partitional Clustering via Nonsmooth Optimization. Unsupervised and Semi-Supervised Learning. Springer, Cham. https://doi.org/10.1007/978-3-030-37826-4_3
Download citation
DOI: https://doi.org/10.1007/978-3-030-37826-4_3
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-37825-7
Online ISBN: 978-3-030-37826-4
eBook Packages: EngineeringEngineering (R0)