A derivative-free approximate gradient sampling algorithm for finite minimax problems
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Publication:360384
DOI10.1007/S10589-013-9547-6zbMATH Open1300.90064OpenAlexW2145896656MaRDI QIDQ360384FDOQ360384
Authors: W. Hare, Julie Nutini 
Publication date: 26 August 2013
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2429/42200
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Minimax problems in mathematical programming (90C47) Derivative-free methods and methods using generalized derivatives (90C56)
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Cited In (32)
- Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
- A QP-free algorithm for finite minimax problems
- A discussion on variational analysis in derivative-free optimization
- A derivative-free comirror algorithm for convex optimization
- Linear convergence of the derivative-free proximal bundle method on convex nonsmooth functions, with application to the derivative-free \(\mathcal{VU}\)-algorithm
- Substitute derivatives in unconstrained optimization: A comparison of finite difference and response surface approximations
- Derivative-free robust optimization for circuit design
- Compositions of convex functions and fully linear models
- Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
- A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
- A convergence analysis of the method of codifferential descent
- Full-low evaluation methods for derivative-free optimization
- Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
- On Lipschitz optimization based on gray-box piecewise linearization
- A proximal bundle method for nonsmooth nonconvex functions with inexact information
- Computing proximal points of convex functions with inexact subgradients
- Derivative-free robust optimization by outer approximations
- A proximal-projection partial bundle method for convex constrained minimax problems
- Algorithmic construction of the subdifferential from directional derivatives
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Manifold sampling for \(\ell_1\) nonconvex optimization
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Derivative-free optimization methods for finite minimax problems
- Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
- Numerical analysis of \(\mathcal{VU}\)-decomposition, \(\mathcal{U}\)-gradient, and \(\mathcal{U}\)-Hessian approximations
- A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
- Optimizing damper connectors for adjacent buildings
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- On the differentiability check in gradient sampling methods
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