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...
Main Authors: | , , , |
---|---|
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 |