A conjugate gradient sampling method for nonsmooth optimization
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Publication:2174178
DOI10.1007/S10288-019-00404-2zbMATH Open1442.90183OpenAlexW2942831104WikidataQ127912115 ScholiaQ127912115MaRDI QIDQ2174178FDOQ2174178
M. Shaeiri, Nezam Mahdavi-Amiri
Publication date: 21 April 2020
Published in: 4OR (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10288-019-00404-2
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Cites Work
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- Optimization and nonsmooth analysis
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- An effective nonsmooth optimization algorithm for locally Lipschitz functions
- Optimization of lipschitz continuous functions
- Proximal quasi-Newton methods for nondifferentiable convex optimization
- Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
- Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
- A \(\mathcal{VU}\)-algorithm for convex minimization
- Conjugate Gradient Methods with Inexact Searches
- A sequential quadratic programming algorithm for nonconvex, nonsmooth constrained optimization
- A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
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- An adaptive gradient sampling algorithm for non-smooth optimization
- Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
Cited In (9)
- Sampling Gaussian distributions in Krylov spaces with conjugate gradients
- A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
- Greedy Sampling Using Nonlinear Optimization
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
- An adaptive gradient sampling algorithm for non-smooth optimization
- A stochastic conjugate gradient method for the approximation of functions
- Prime sample scheme for almost sure convergence of a Galerkin approximation
- Auxiliary Gradient-Based Sampling Algorithms
- Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
Uses Software
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