A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization
DOI10.1137/17M1116714zbMath1461.65138OpenAlexW2883251828WikidataQ129529625 ScholiaQ129529625MaRDI QIDQ3174787
Zaikun Zhang, Xiaojun Chen, Feng-Min Xu, Carl. T. Kelley
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
nonsmooth optimizationMonte Carlo simulationsampling methodsdirect search algorithmsmoothing functionsClarke stationarity
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10)
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