A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
نویسندگان
چکیده
منابع مشابه
A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
Let f be a continuous function on Rn, and suppose f is continuously differentiable on an open dense subset. Such functions arise in many applications, and very often minimizers are points at which f is not differentiable. Of particular interest is the case where f is not convex, and perhaps not even locally Lipschitz, but is a function whose gradient is easily computed where it is defined. We p...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2005
ISSN: 1052-6234,1095-7189
DOI: 10.1137/030601296