An adaptive gradient sampling algorithm for non-smooth optimization
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Clarke subdifferentialglobal convergencegradient samplingline-search methodsnonconvex optimizationnonsmooth optimizationquadratic subproblemunconstrained optimizationwarm-starting
Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
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Cites work
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- The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
Cited in
(38)- Nonsmooth spectral gradient methods for unconstrained optimization
- A fast gradient and function sampling method for finite-max functions
- A convergence analysis of the method of codifferential descent
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
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- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
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