Diagonal Bundle Method
"Results! Why, man, I have gotten a lot of results. I know several thousand things that won't work."
- Thomas A. Edison
D-Bundle
D-Bundle is a Fortran95 implementation of the diagonal bundle method for general, possible nonconvex, nonsmooth (nondifferentiable) minimization. The software is free for academic teaching and research purposes but I ask you to refer to the reference given below if you use it.
Code
| tdbundle.f95 | - main program for D-Bundle. |
|---|---|
| initialization.f95 | - user-specified initial values for parameters and starting point x. |
| objfun.f95 | - user-specified computation of the objective function value and the subgradient. |
| parameters.f95 | - modules of parameters. |
| dbundle.f95 | - D-Bundle. |
| subpro.f | - subroutines for D-Bundle method. |
| Makefile | - makefile. |
| testps.f95 | - module of large-scale nonsmooth test problems (includes also partially separable test functions). |
| dbundle.tar.gz | - all the above in compressed form. |
To use the software modify tdbundle.f95, initialization.f95 and objfun.f95 as needed.
References for D-Bundle
- N. Karmitsa, "Diagonal Bundle Method for Nonsmooth Sparse Optimization" (author version), Journal of Optimization Theory and Applications, Vol. 166, No. 3, pp. 889-905 2015. DOI 10.1007/s10957-014-0666-8. The definitive publication is available online at www.springerlink.com.
