On Nesterov's nonsmooth Chebyshev-Rosenbrock functions

DOI10.1016/J.NA.2011.07.062zbMATH Open1269.49018OpenAlexW2146018083MaRDI QIDQ654068FDOQ654068

Authors Mert Gürbüzbalaban, Michael L. Overton 

Publication date 21 December 2011

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2011.07.062

zbMATH Keywords

nonsmooth optimizationvariational analysisoptimization algorithms

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)

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Cites work

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• scientific article; zbMATH DE number 3037624 (Why is no real title available?)
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• Active Sets, Nonsmoothness, and Sensitivity
• Approximating Subdifferentials by Random Sampling of Gradients
• Convergence Properties of the BFGS Algoritm
• Eigenvalues and nonsmooth optimization
• Maximum principle in the problem of time optimal response with nonsmooth constraints
• Methods of descent for nondifferentiable optimization
• Nonsmooth optimization via quasi-Newton methods
• On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
• Optimization theory and methods. Nonlinear programming
• The BFGS method with exact line searches fails for non-convex objective functions
• Variational Analysis

Cited in

(16)

• Nonsmoothness and a variable metric method
• On Nesterov's smooth Chebyshev-Rosenbrock function
• Finite convergence of an active signature method to local minima of piecewise linear functions
• A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function
• First- and second-order optimality conditions for piecewise smooth objective functions
• A geometric integration approach to nonsmooth, nonconvex optimisation
• A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
• Convergence of non-smooth descent methods using the Kurdyka-Łojasiewicz inequality
• An accelerated nonmonotone trust region method with adaptive trust region for unconstrained optimization
• Worst case complexity of direct search
• Two globally convergent nonmonotone trust-region methods for unconstrained optimization
• On Lipschitz optimization based on gray-box piecewise linearization
• Characterizing and testing subdifferential regularity in piecewise smooth optimization
• An algorithm for nonsmooth optimization by successive piecewise linearization
• Nonsmooth optimization via quasi-Newton methods
• Enumeration of subdifferentials of piecewise linear functions with ABS-normal form

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Uses Software

• GradSamp

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