Approximating Subdifferentials by Random Sampling of Gradients
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Publication:5704097
DOI10.1287/moor.27.3.567.317zbMath1082.49019OpenAlexW2100210445MaRDI QIDQ5704097
Michael L. Overton, James V. Burke, Adrian S. Lewis
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/701542fb24a91fc57a85253458271c56581e398a
nonsmooth analysiseigenvalue optimizationspectral abscissaClarke subdifferentialbundle methodgeneralized gradientstochastic gradient
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