Analysis of the gradient method with an Armijo–Wolfe line search on a class of non-smooth convex functions
Author:
Affiliation:
1. Courant Institute of Mathematical Sciences, New York University, New York, NY, USA
Publisher
Informa UK Limited
Subject
Applied Mathematics,Control and Optimization,Software
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2019.1673388
Reference17 articles.
1. Minimization of functions having Lipschitz continuous first partial derivatives
2. A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
3. A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles
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