A bundle trust-region algorithm for nonsmooth nonconvex constrained optimization

Abstract

We develop an algorithm based on the idea of the bundle trust-region method to solve nonsmooth nonconvex constrained optimization problems. The resulting algorithm inherits some attractive features from both bundle and trust-region methods. Moreover, it allows effective control of the size of trust-region subproblems via the compression and aggregation techniques of bundle methods. On the other hand, the trust-region strategy is used to manage the search region and accept a candidate point as a new successful iterate. Global convergence of the developed algorithm is studied under some mild assumptions and its encouraging preliminary computational results are reported. © 2025 Informa UK Limited, trading as Taylor & Francis Group.