Randomized search directions in descent methods for minimizing certain quasidifferentiable functions
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Publication:3783076
DOI10.1080/02331938608843159zbMath0641.90060MaRDI QIDQ3783076
Publication date: 1986
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: http://pure.iiasa.ac.at/id/eprint/2521/1/CP-84-056.pdf
randomization; nondifferentiable optimization; descent methods; quasidifferential calculus; random choice of two search directions
Cites Work
- A quadratic approximation method for minimizing a class of quasidifferentiable functions
- Algorithms for a class of nondifferentiable problems
- Approximation procedures based on the method of multipliers
- On quasidifferentiable mappings
- A linearization method for minimizing certain quasidifferentiable functions
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems