Nonsmooth spectral gradient methods for unconstrained optimization

To solve nonsmooth unconstrained minimization problems, we combine the spectral choice of step length with two well-established subdifferential-type schemes: the gradient sampling method and the simplex gradient method. We focus on the interesting case in which the objective function is continuously...

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Bibliographic Details
Main Authors: Milagros Loreto, Hugo Aponte, Debora Cores, Marcos Raydan
Format: Article
Language:English
Published: Elsevier 2017-12-01
Series:EURO Journal on Computational Optimization
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2192440621000927