A gradient sampling method based on ideal direction for solving nonsmooth optimization problems

DOI10.1007/S10957-020-01740-8MaRDI QIDQ831368zbMATH OpenOpenAlexFDO

Authors Morteza Maleknia, M. Shamsi

Publication date 11 May 2021

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-020-01740-8

zbMATH Keywords

subdifferentialArmijo line searchgradient samplingsteepest descent directionnonsmooth and nonconvex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

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Cites work

• scientific article; zbMATH DE number 410743 (Why is no real title available?)
• scientific article; zbMATH DE number 46303 (Why is no real title available?)
• scientific article; zbMATH DE number 53965 (Why is no real title available?)
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• A fast gradient and function sampling method for finite-max functions
• A nonderivative version of the gradient sampling algorithm for nonsmooth nonconvex optimization
• A sequential quadratic programming algorithm for nonconvex, nonsmooth constrained optimization
• An adaptive gradient sampling algorithm for non-smooth optimization
• Benchmarking optimization software with performance profiles.
• Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
• Convex Analysis
• Introduction to nonsmooth optimization. Theory, practice and software
• Methods of descent for nondifferentiable optimization
• Multicriteria Optimization
• New limited memory bundle method for large-scale nonsmooth optimization
• On the local convergence analysis of the gradient sampling method for finite max-functions

Cited in

(9)

• Modified gradient sampling algorithm for nonsmooth semi-infinite programming
• On the local convergence analysis of the gradient sampling method for finite max-functions
• A fast gradient and function sampling method for finite-max functions
• A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
• A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
• An adaptive gradient sampling algorithm for non-smooth optimization
• A Gradient Sampling method based on Ideal direction for solving nonsmooth nonconvex optimization problems: convergence analysis and numerical experiments
• A note on the convergence of deterministic gradient sampling in nonsmooth optimization
• A conjugate gradient sampling method for nonsmooth optimization

Describes a project that uses

Uses Software

• LDGB
• GradSamp
• UFO

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