A DIRECT SEARCH QUASI-NEWTON METHOD FOR NONSMOOTH UNCONSTRAINED OPTIMIZATION

DOI10.1017/S1446181117000323zbMath1385.65042OpenAlexW4238607192MaRDI QIDQ4608945

Price, C. J.

Publication date: 29 March 2018

Published in: The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446181117000323

zbMATH Keywords

convergencenonconvexnumerical resultderivative freeClarke generalized derivativedirect search quasi-Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Related Items (1)

Direct search nonsmooth constrained optimization via rounded ℓ₁ penalty functions

Uses Software

• SLQP-GS
• GradSamp
• minpack
• OrthoMADS
• CARTopt

Cites Work

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