Nonsmooth spectral gradient methods for unconstrained optimization
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DOI: 10.1007/s13675-017-0080-8
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References listed on IDEAS
- Birgin, Ernesto G. & Martínez, Jose Mario & Raydan, Marcos, 2014. "Spectral Projected Gradient Methods: Review and Perspectives," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 60(i03).
- L. Grippo & F. Rinaldi, 2015. "A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations," Computational Optimization and Applications, Springer, vol. 60(1), pages 1-33, January.
- J. V. Burke & A. S. Lewis & M. L. Overton, 2002. "Approximating Subdifferentials by Random Sampling of Gradients," Mathematics of Operations Research, INFORMS, vol. 27(3), pages 567-584, August.
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Cited by:
- Elias S. Helou & Sandra A. Santos & Lucas E. A. Simões, 2018. "A fast gradient and function sampling method for finite-max functions," Computational Optimization and Applications, Springer, vol. 71(3), pages 673-717, December.
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Keywords
Nonsmooth optimization; Sampling gradients; Simplex gradients; Spectral gradient method; Derivative-free optimization; nonmonotone line search;All these keywords.
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