Nonsmooth spectral gradient methods for unconstrained optimization

DOI10.1007/S13675-017-0080-8MaRDI QIDQ1688945zbMATH OpenOpenAlexFDO

Authors Hugo Aponte, Debora Cores, Milagros C. Loreto, M. Raydan

Publication date 12 January 2018

Published in EURO Journal on Computational Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1007/s13675-017-0080-8

zbMATH Keywords

nonsmooth optimizationderivative-free optimizationnon-monotone line searchspectral gradient methodsimplex gradientssampling gradients

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Numerical methods based on necessary conditions (49M05) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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• A derivative-free nonmonotone line-search technique for unconstrained optimization
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• Approximating Subdifferentials by Random Sampling of Gradients
• Convergence analysis for the modified spectral projected subgradient method
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• Introduction to Derivative-Free Optimization
• On the Barzilai and Borwein choice of steplength for the gradient method
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• The calculus of simplex gradients
• Two-Point Step Size Gradient Methods
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Using simplex gradients of nonsmooth functions in direct search methods

Cited in

(8)

• A numerical study of applying spectral-step subgradient method for solving nonsmooth unconstrained optimization problems
• Spectral projected subgradient method for nonsmooth convex optimization problems
• A new spectral conjugate subgradient method with application in computed tomography image reconstruction
• A new sequential optimality condition for constrained nonsmooth optimization
• A fast gradient and function sampling method for finite-max functions
• Accelerated inexact composite gradient methods for nonconvex spectral optimization problems
• Multivariate spectral gradient algorithm for nonsmooth convex optimization problems
• scientific article; zbMATH DE number 5961789 (Why is no real title available?)

Describes a project that uses

Uses Software

• GradSamp
• IMFIL

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