An unconstrained optimisation problem with the objective function represented as a difference of two convex functions is considered. Bundle methods for solving such problems are designed and their convergence is discussed. Applications of these methods in machine learning and regression analysis are also considered.
About the speaker: Adil Bagirov is an Associate Professor of Optimisation at Faculty of Science and Technology, Federation University Australia. He obtained his MSc degree in Applied Mathematics in 1983 from Baku State University, Azerbaijan and PhD degree in Mathematics in 2002 from the University of Ballarat. His research is focused on nonsmooth optimisation, nonconvex optimisation and applications.
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