An inexact limited memory bundle method is developed for nonsmooth nonconvex optimization, with a proof of global convergence to approximate stationary points despite noise in function and subgradient information.
Clarke,Optimization and Nonsmooth Analysis, Wiley-Interscience, New York, 1983
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Inexact Limited Memory Bundle Method
An inexact limited memory bundle method is developed for nonsmooth nonconvex optimization, with a proof of global convergence to approximate stationary points despite noise in function and subgradient information.