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

Elias S. Helou (), Sandra A. Santos () and Lucas E. A. Simões ()
Additional contact information
Elias S. Helou: University of São Paulo
Sandra A. Santos: University of Campinas
Lucas E. A. Simões: University of Campinas

Computational Optimization and Applications, 2018, vol. 71, issue 3, No 4, 673-717

Abstract: Abstract This paper proposes an algorithm for the unconstrained minimization of a class of nonsmooth and nonconvex functions that can be written as finite-max functions. A gradient and function-based sampling method is proposed which, under special circumstances, either moves superlinearly to a minimizer of the problem of interest or improves the optimality certificate. Global and local convergence analysis are presented, as well as examples that illustrate the obtained theoretical results.

Keywords: Nonsmooth nonconvex optimization; Gradient sampling; Local superlinear convergence; Global convergence; Unconstrained minimization (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s10589-018-0030-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:71:y:2018:i:3:d:10.1007_s10589-018-0030-2

Ordering information: This journal article can be ordered from
http://www.springer.com/math/journal/10589

DOI: 10.1007/s10589-018-0030-2

Access Statistics for this article

Computational Optimization and Applications is currently edited by William W. Hager

More articles in Computational Optimization and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().