Discrete gradient method: Derivative-free method for nonsmooth optimization

DOI10.1007/s10957-007-9335-5zbMath1165.90021OpenAlexW2048153686MaRDI QIDQ946181

B. E. Eshmatov

Publication date: 22 September 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/11511/32669

zbMATH Keywords

nonsmooth optimizationsubdifferentialsderivative-free optimizationdiscrete gradients

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Uses Software

• CONDOR
• GAMS
• GradSamp

Cites Work

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• Algorithms for finite and semi-infinite Min-Max-Min problems using adaptive smoothing techniques
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• A new nonsmooth optimization algorithm for minimum sum-of-squares clustering problems
• On the Convergence of Pattern Search Algorithms
• Optimization and nonsmooth analysis
• A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
• A bundle type approach to the unconstrained minimization of convex nonsmooth functions
• Finding the nearest point in A polytope
• Semismooth and Semiconvex Functions in Constrained Optimization
• An Algorithm for Constrained Optimization with Semismooth Functions
• Analysis of Generalized Pattern Searches
• Generalized Bundle Methods
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization

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