A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
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Publication:3174787
DOI10.1137/17M1116714zbMATH Open1461.65138OpenAlexW2883251828WikidataQ129529625 ScholiaQ129529625MaRDI QIDQ3174787FDOQ3174787
Authors: Xiaojun Chen, Zaikun Zhang, C. T. Kelley, Feng-Min Xu 
Publication date: 18 July 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1116714
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Monte Carlo simulationnonsmooth optimizationsampling methodsdirect search algorithmsmoothing functionsClarke stationarity
Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)
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Cited In (7)
- Optimization of Stochastic Blackboxes with Adaptive Precision
- Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability
- Two decades of blackbox optimization applications
- A bi‐level programming framework for identifying optimal parameters in portfolio selection
- Dynamic improvements of static surrogates in direct search optimization
- Derivative-free optimization methods
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
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