A derivative-free 𝒱𝒰-algorithm for convex finite-max problems
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Publication:5113714
DOI10.1080/10556788.2019.1668944zbMath1443.90331arXiv1903.11184OpenAlexW2975502682MaRDI QIDQ5113714
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Publication date: 16 June 2020
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.11184
derivative-free optimizationconvex minimizationproximal-point mappingfinite-max function\(\mathcal{U}\)-gradient\(\mathcal{U}\)-Hessian\(\mathcal{V} \mathcal{U}\)-algorithm\(\mathcal{V} \mathcal{U}\)-decomposition
Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20)
Related Items (5)
A discussion on variational analysis in derivative-free optimization ⋮ Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions ⋮ Conditions for the existence, identification and calculus rules of the threshold of prox-boundedness ⋮ Derivative-free optimization methods ⋮ A derivative-free trust-region algorithm with copula-based models for probability maximization problems
Uses Software
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