A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
From MaRDI portal
Publication:3058518
DOI10.1137/090748408zbMath1205.90230OpenAlexW2088127528MaRDI QIDQ3058518
Publication date: 3 December 2010
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://rcin.org.pl/dlibra/docmetadata?showContent=true&id=144781
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
Related Items (25)
Full-low evaluation methods for derivative-free optimization ⋮ A gradient sampling method based on ideal direction for solving nonsmooth optimization problems ⋮ Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components ⋮ A derivative-free approximate gradient sampling algorithm for finite minimax problems ⋮ A conjugate gradient sampling method for nonsmooth optimization ⋮ Algorithmic construction of the subdifferential from directional derivatives ⋮ Computing proximal points of convex functions with inexact subgradients ⋮ A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization ⋮ A derivative-free 𝒱𝒰-algorithm for convex finite-max problems ⋮ A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees ⋮ Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions ⋮ A convergence analysis of the method of codifferential descent ⋮ Derivative-free optimization methods for finite minimax problems ⋮ A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions ⋮ An efficient descent method for locally Lipschitz multiobjective optimization problems ⋮ Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions ⋮ A proximal bundle method for nonsmooth nonconvex functions with inexact information ⋮ Essentials of numerical nonsmooth optimization ⋮ Derivative-free optimization methods ⋮ On the differentiability check in gradient sampling methods ⋮ A splitting bundle approach for non-smooth non-convex minimization ⋮ A geometric integration approach to nonsmooth, nonconvex optimisation ⋮ Manifold Sampling for $\ell_1$ Nonconvex Optimization ⋮ Essentials of numerical nonsmooth optimization ⋮ An adaptive gradient sampling algorithm for non-smooth optimization
Uses Software
This page was built for publication: A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization