Improved convergence result for the discrete gradient and secant methods for nonsmooth optimization

DOI10.1007/S10957-009-9584-6zbMATH Open1183.90389OpenAlexW2046063090MaRDI QIDQ848722FDOQ848722

Authors Krzysztof C. Kiwiel

Publication date 5 March 2010

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

Full work available at URL https://rcin.org.pl/dlibra/docmetadata?showContent=true&id=144827

zbMATH Keywords

nonsmooth optimizationbundle methodsderivative-free optimizationdiscrete gradient

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• A Cholesky dual method for proximal piecewise linear programming
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization
• An introduction to the theory of nonsmooth optimization
• Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
• Discrete gradient method: Derivative-free method for nonsmooth optimization
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Methods of descent for nondifferentiable optimization
• Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search
• Optimization and nonsmooth analysis
• Optimization of lipschitz continuous functions
• Optimization of upper semidifferentiable functions
• Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization
• Solving semidefinite quadratic problems within nonsmooth optimization algorithms

Cited in

(6)

• Discrete gradient method: Derivative-free method for nonsmooth optimization
• A note on the convergence of deterministic gradient sampling in nonsmooth optimization
• scientific article; zbMATH DE number 169286 (Why is no real title available?)
• A quasisecant method for minimizing nonsmooth functions
• A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
• Inexact reduced gradient methods in nonconvex optimization

Describes a project that uses

Uses Software

• GradSamp
• DGM
• QSM

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