A derivative-free approximate gradient sampling algorithm for finite minimax problems
From MaRDI portal
Publication:360384
DOI10.1007/S10589-013-9547-6zbMATH Open1300.90064OpenAlexW2145896656MaRDI QIDQ360384FDOQ360384
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
Minimax problems in mathematical programming (90C47) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- Discrete gradient method: Derivative-free method for nonsmooth optimization
- A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems
- Numerical Optimization
- Variational Analysis
- Convex analysis and monotone operator theory in Hilbert spaces
- Benchmarking optimization software with performance profiles.
- Title not available (Why is that?)
- Smooth Optimization Methods for Minimax Problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Algorithm 909
- Introduction to Derivative-Free Optimization
- Optimization of lipschitz continuous functions
- Title not available (Why is that?)
- Approximating Subdifferentials by Random Sampling of Gradients
- Algorithms with adaptive smoothing for finite minimax problems
- Smoothed analysis of \(\kappa(A)\)
- Using simplex gradients of nonsmooth functions in direct search methods
- Smoothing method for minimax problems
- A computational framework for derivative-free optimization of cardiovascular geometries
- The Minimization of Semicontinuous Functions: Mollifier Subgradients
- Hybrid genetic algorithms and artificial neural networks for complex design optimization in CFD
- A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
- Portfolio Optimization Under a Minimax Rule
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Minimax control design for nonlinear systems based on genetic programming: Jung's collective unconscious approach
- Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
- Derivative-free optimization methods for finite minimax problems
- A smooth method for the finite minimax problem
Cited In (28)
- 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
- Derivative-free robust optimization for circuit design
- Compositions of convex functions and fully linear models
- Manifold Sampling for $\ell_1$ Nonconvex Optimization
- 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
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions
- Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
- Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components
- A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
- Optimizing damper connectors for adjacent buildings
- A derivative-free π±π°-algorithm for convex finite-max problems
- A globally convergent QP-free algorithm for inequality constrained minimax optimization
- Derivative-free optimization methods
- A survey of nonlinear robust optimization
- On the differentiability check in gradient sampling methods
Uses Software
Recommendations
- A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems π π
- Derivative-free optimization methods for finite minimax problems π π
- Derivative-free robust optimization by outer approximations π π
- A derivative-free π±π°-algorithm for convex finite-max problems π π
- Pattern search methods for finite minimax problems π π
This page was built for publication: A derivative-free approximate gradient sampling algorithm for finite minimax problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q360384)
