A Proximity Control Algorithm to Minimize Nonsmooth and Nonconvex Semi-infinite Maximum Eigenvalue Functions
نویسنده
چکیده
Proximity control is a well-known mechanism in bundle method for nonsmooth optimization. Here we show that it can be used to optimize a large class of nonconvex and nonsmooth functions with additional structure. This includes for instance nonconvex maximum eigenvalue functions, and also infinite suprema of such functions.
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