A derivative-free trust-region algorithm for composite nonsmooth optimization
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Publication:2013620
nonlinear programmingglobal convergencenonsmooth optimizationtrust-region methodsderivative-free optimizationworst-case complexity
Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Derivative-free methods and methods using generalized derivatives (90C56) Implicit function theorems; global Newton methods on manifolds (58C15)
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Cites work
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Cited in
(27)- A trust-region-based derivative free algorithm for mixed integer programming
- Model-based derivative-free methods for convex-constrained optimization
- Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
- Survey of derivative-free optimization
- A derivative-free comirror algorithm for convex optimization
- A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
- An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions
- Compositions of convex functions and fully linear models
- On the construction of quadratic models for derivative-free trust-region algorithms
- Structure-Aware Methods for Expensive Derivative-Free Nonsmooth Composite Optimization
- Derivative-free robust optimization by outer approximations
- A Trust-region Method for Nonsmooth Nonconvex Optimization
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- A derivative-free optimization algorithm combining line-search and trust-region techniques
- A derivative-free Gauss-Newton method
- An effective adaptive trust region algorithm for nonsmooth minimization
- Quadratic regularization methods with finite-difference gradient approximations
- Two globally convergent nonmonotone trust-region methods for unconstrained optimization
- Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
- Manifold sampling for _1 nonconvex optimization
- Manifold sampling for optimizing nonsmooth nonconvex compositions
- Recent advances in trust region algorithms
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- Derivative-free optimization with transformed objective functions and the algorithm based on the least Frobenius norm updating quadratic model
- TRFD: a derivative-free trust-region method based on finite differences for composite nonsmooth optimization
- Derivative-free optimization methods
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