Abstract : We present a new proximity control bundle algorithm to minimize nonsmooth and nonconvex locally Lipschitz functions. In contrast with the traditional oracle-based methods in nonsmooth program- ming, our method is model-based and can accommodate cases where several Clarke subgradients can be computed at reasonable cost. We propose a new way to manage the proximity control parameter, which allows us to handle nonconvex objectives. We prove global convergence of our method in the sense that every accumulation point of the sequence of serious steps is critical. Our method is tested on a variety of examples in H∞-controller synthesis.
https://hal-unilim.archives-ouvertes.fr/hal-00464695
Contributeur : Yolande Vieceli
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Soumis le : lundi 4 juin 2018 - 14:46:55
Dernière modification le : lundi 29 avril 2019 - 17:04:21
Document(s) archivé(s) le : mercredi 26 septembre 2018 - 13:44:04
