Approximating Subdifferentials by Random Sampling of Gradients
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Cited in
(42)- Two numerical methods for optimizing matrix stability
- Constraint qualifications and stationary conditions for mathematical programming with non-differentiable vanishing constraints
- Descent algorithm for nonsmooth stochastic multiobjective optimization
- Nonsmooth spectral gradient methods for unconstrained optimization
- A fast gradient and function sampling method for finite-max functions
- Local minimizers of the Crouzeix ratio: a nonsmooth optimization case study
- Convergence of the gradient sampling algorithm on directionally Lipschitz functions
- Perturbed iterate SGD for Lipschitz continuous loss functions
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
- The subdifferential of measurable composite max integrands and smoothing approximation
- Spectral radius minimization for optimal average consensus and output feedback stabilization
- Softness, sleekness and regularity properties in nonsmooth analysis
- On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems
- Spectral projected subgradient method for nonsmooth convex optimization problems
- -subgradient algorithms for locally Lipschitz functions on Riemannian manifolds
- A subgradient method based on gradient sampling for solving convex optimization problems
- On the differentiability check in gradient sampling methods
- An adaptive gradient sampling algorithm for non-smooth optimization
- Subgradient and sampling algorithms for _1 regression
- On the nondifferentiability of cone-monotone functions in Banach spaces
- A nonsmooth optimisation approach for the stabilisation of time-delay systems
- Semi-algebraic functions have small subdifferentials
- A derivative-free approximate gradient sampling algorithm for finite minimax problems
- Differentiability of cone-monotone functions on separable Banach space
- Derivative-free optimization methods for finite minimax problems
- Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability
- Probabilistic smallest enclosing ball in high dimensions via subgradient sampling
- A new sequential optimality condition for constrained nonsmooth optimization
- Manifold sampling for optimizing nonsmooth nonconvex compositions
- Subsampling algorithms for semidefinite programming
- A splitting bundle approach for non-smooth non-convex minimization
- Clarke subgradients for directionally Lipschitzian stratifiable functions
- An Improved Unconstrained Approach for Bilevel Optimization
- A note on the convergence of deterministic gradient sampling in nonsmooth optimization
- Convergence properties of stochastic proximal subgradient method in solving a class of composite optimization problems with cardinality regularizer
- The dimension of semialgebraic subdifferential graphs
- On Nesterov's nonsmooth Chebyshev-Rosenbrock functions
- Zeroth-order gradient and quasi-Newton methods for nonsmooth nonconvex stochastic optimization
- Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder)
- A note on an approximate Lagrange multiplier rule
- Approximating Clarke's subgradients of semismooth functions by divided differences
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
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