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
(25)- A Trust-region Method for Nonsmooth Nonconvex Optimization
- Manifold sampling for optimizing nonsmooth nonconvex compositions
- Manifold sampling for \(\ell_1\) nonconvex optimization
- Structure-Aware Methods for Expensive Derivative-Free Nonsmooth Composite Optimization
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- An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions
- An effective adaptive trust region algorithm for nonsmooth minimization
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