A fast gradient and function sampling method for finite-max functions

Author:

Helou Elias S.ORCID,Santos Sandra A.ORCID,Simões Lucas E. A.ORCID

Funder

Fundação de Amparo à Pesquisa do Estado de São Paulo

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference52 articles.

1. Balinski, M.L., Wolfe, P.: Nondifferentiable Optimization. Mathematical Programming Studies, vol. 3. North-Holland, Amsterdam (1975)

2. Bonnans, J.F., Gilbert, J.C., Lemaréchal, C., Sagastizábal, C.A.: Numerical Optimization: Theoretical and Practical Aspects, 2nd edn. Springer, Berlin (2006)

3. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, New York (2004)

4. Burke, J.V., Lewis, A.S., Overton, M.L.: Approximating subdifferentials by random sampling of gradients. Math. Oper. Res. 27(3), 567–584 (2002)

5. Burke, J.V., Lewis, A.S., Overton, M.L.: A robust gradient sampling algorithm for nonsmooth, nonconvex optimization. SIAM J. Optim. 15(3), 751–779 (2005)

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