An effective nonsmooth optimization algorithm for locally Lipschitz functions

DOI10.1007/S10957-012-0024-7zbMath1255.90113OpenAlexW2089750483MaRDI QIDQ1934631

Rohollah Yousefpour, Nezam Mahdavi-Amiri

Publication date: 29 January 2013

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

Full work available at URL: https://doi.org/10.1007/s10957-012-0024-7

zbMATH Keywords

Lipschitz functionminimization algorithmGoldstein subdifferentialsearch directionArmijo's condition

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (16)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ \(\varepsilon\)-subgradient algorithms for locally Lipschitz functions on Riemannian manifolds ⋮ Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization ⋮ A trust region method for solving linearly constrained locally Lipschitz optimization problems ⋮ A conjugate gradient sampling method for nonsmooth optimization ⋮ An extension of the quasi-Newton method for minimizing locally Lipschitz functions ⋮ A method for convex minimization based on translated first-order approximations ⋮ A new nonmonotone line search method for nonsmooth nonconvex optimization ⋮ A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities ⋮ Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds ⋮ A modified conjugate gradient method for general convex functions ⋮ An SQP method for minimization of locally Lipschitz functions with nonlinear constraints ⋮ An adaptive competitive penalty method for nonsmooth constrained optimization ⋮ A note on the convergence of deterministic gradient sampling in nonsmooth optimization ⋮ An efficient descent method for locally Lipschitz multiobjective optimization problems ⋮ A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems

Uses Software

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• GradSamp
• DGM

Cites Work

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