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A quasisecant method for minimizing nonsmooth functions. (English) Zbl 1202.65072
An algorithm for the local minimization of nonsmooth, nonconvex functions is presented. The notion of quasisecants is introduced and applied for the detection of descent directions. It is proven that the proposed algorithm converges to Clarke stationary points. Numerical results are shown to demonstrate the applicability of the algorithm to a wide variety of nonsmooth, nonconvex optimization problems and a comparison with the bundle method by the help of numerical results is also provided.

MSC:
65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization
Software:
NDA; PNEW; GradSamp; QSM; DGM
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