Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components

DOI10.1137/17M114741XzbMath1407.90351MaRDI QIDQ4554066

Jeffrey Larson, Kamil A. Khan, Stefan M. Wild

Publication date: 7 November 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

derivative-free optimization; composite nonsmooth optimization; manifold sampling

Mathematics Subject Classification ID

90C56: Derivative-free methods and methods using generalized derivatives

49J52: Nonsmooth analysis

Uses Software

• DGM
• GQTPAR
• GRANSO