On the differentiability check in gradient sampling methods

DOI10.1080/10556788.2016.1178262zbMath1354.65122OpenAlexW2346151177MaRDI QIDQ2829571

Lucas E. A. Simões, Elias Salomão Helou, Sandra Augusta Santos

Publication date: 8 November 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2016.1178262

zbMATH Keywords

algorithmconvergencenonsmooth optimizationnonconvex optimizationnonmonotone line searchnumerical resultgradient samplingdifferentiability check

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

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Cites Work

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• Methods of descent for nondifferentiable optimization
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• A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
• Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
• Optimizing Condition Numbers
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• Approximating Subdifferentials by Random Sampling of Gradients

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