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GradSamp

swMATH ID: 5270
Software Authors: Burke, James V.; Lewis, Adrian S.; Overton, Michael L.
Description: A robust gradient sampling algorithm for nonsmooth, nonconvex optimization The authors describe a practical and robust algorithm for computing the local minima of a continuously differentiable function in n real variables, which is not convex and not even locally Lipschitz. The only request formulated is that the gradient of the function is easily computed where it is defined.
Homepage: http://www.cs.nyu.edu/faculty/overton/papers/gradsamp/index.html
Programming Languages: Matlab
Dependencies: Matlab
Keywords: subgradient
Related Software: DGM; LDGB; PNEW; Matlab; UFO; HIFOO; MPBNGC; PBNCGC; SQPlab; PLCP; QSM; GRANSO; SolvOpt; HANSO; DDE-BIFTOOL; L-BFGS; SLQP-GS; NSO; PDCO; ElemStatLearn
Referenced in: 122 Publications
all top 5

Referenced by 198 Authors

7 Bagirov, Adil M.
7 Michiels, Wim
7 Overton, Michael L.
4 Gaudioso, Manlio
4 Karmitsa, Napsu
4 Lewis, Adrian S.
4 Yousefpour, Rohollah
3 Apkarian, Pierre
3 Chen, Xiaojun
3 Drusvyatskiy, Dmitriy
3 Helou, Elias Salomão
3 Hosseini, Seyedehsomayeh
3 Jian, Jinbao
3 Mahdavi-Amiri, Nezam
3 Menickelly, Matt
3 Nobakhtian, Soghra
3 Noll, Dominikus
3 Santos, Sandra Augusta
3 Simões, Lucas Eduardo Azevedo
3 Tang, Chunming
2 Burke, James V.
2 Dreves, Axel
2 Fiege, Sabrina
2 Ganjehlou, Asef Nazari
2 Giallombardo, Giovanni
2 Griewank, Andreas
2 Hare, W.
2 Hare, Warren L.
2 Hofmeyr, David P.
2 Huang, Yakui
2 Ioffe, Alexander Davidovich
2 Kanzow, Christian
2 Knossalla, Martin
2 Larson, Jeffrey
2 Liu, Hongwei
2 Maleknia, Morteza
2 Miglionico, Giovanna
2 Nijmeijer, Henk
2 Nutini, Julie
2 Pavlidis, Nicos G.
2 Shaeiri, M.
2 Shamsi, Mostafa
2 Uschmajew, André
2 Vyhlídal, Tomáš
2 Walther, Andrea
2 Welper, Gerrit
2 Wild, Stefan M.
2 Xu, Mengwei
2 Ye, Jane J.
1 Absil, Pierre-Antoine
1 Akbari, Zohreh
1 Andreani, Roberto
1 Aponte, Hugo
1 Aravkin, Aleksandr Y.
1 Asl, Azam
1 Bigdeli, K.
1 Borckmans, Pierre B.
1 Boumal, Nicolas
1 Brown, Jed
1 Bruna, Joan
1 Burer, Samuel
1 Cavique, Luis
1 Chen, Michael Martin Xiaojun
1 Chen, Shixiang
1 Chiuso, Alessandro
1 Chou, Ming-Cheng
1 Chowdhury, Amor
1 Christof, Constantin
1 Coll, Bartomeu
1 Colombo, Rinaldo M.
1 Cong, Weijie
1 Cores, Debora
1 Curtis, Frank E.
1 Daniilidis, Aris
1 d’Aspremont, Alexandre
1 De los Reyes, Juan Carlos
1 Deng, Zengde
1 Désidéri, Jean-Antoine
1 Diehl, Moritz Mathias
1 Dolgopolik, Maxim Vladimirovich
1 Duran, Joan
1 Easter Selvan, S.
1 Eckley, Idris A.
1 El Ghali, Ahmed
1 El Moudden, Mustapha
1 Fattahi, Salar
1 Fenzi, Luca
1 Gade, Kranthi K.
1 Garavello, Mauro
1 Garmanjani, Rohollah
1 Gebken, Bennet
1 Gomez, Marco A.
1 Gorgone, Enrico
1 Grasedyck, Lars
1 Greenbaum, Anne
1 Grohs, Philipp
1 Gürbüzbalaban, Mert
1 Haber, Eldad
1 He, Yunhui
1 Henrion, Didier
...and 98 more Authors
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Referenced in 54 Serials

10 Journal of Optimization Theory and Applications
10 SIAM Journal on Optimization
10 Computational Optimization and Applications
7 Mathematical Programming. Series A. Series B
6 Optimization
6 Optimization Methods & Software
4 Numerical Algorithms
4 SIAM Journal on Scientific Computing
3 Automatica
3 Journal of Global Optimization
3 Set-Valued and Variational Analysis
2 Inverse Problems
2 Journal of Computational and Applied Mathematics
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Numerische Mathematik
2 Systems & Control Letters
2 SIAM Journal on Matrix Analysis and Applications
2 International Journal of Robust and Nonlinear Control
2 Optimization and Engineering
2 Journal of Machine Learning Research (JMLR)
2 4OR
2 Optimization Letters
1 IMA Journal of Numerical Analysis
1 International Journal of Control
1 Calcolo
1 Mathematics of Operations Research
1 SIAM Journal on Control and Optimization
1 Advances in Applied Mathematics
1 Acta Mathematicae Applicatae Sinica. English Series
1 IMA Journal of Mathematical Control and Information
1 Journal of Scientific Computing
1 Annals of Operations Research
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Linear Algebra and its Applications
1 Cybernetics and Systems Analysis
1 Journal of Mathematical Sciences (New York)
1 Journal of Convex Analysis
1 Advances in Computational Mathematics
1 Mathematical Problems in Engineering
1 European Journal of Control
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Mathematical Methods of Operations Research
1 The ANZIAM Journal
1 SIAM Journal on Applied Dynamical Systems
1 Journal of Industrial and Management Optimization
1 Grundlehren der Mathematischen Wissenschaften
1 Inverse Problems and Imaging
1 SIAM Journal on Imaging Sciences
1 Mathematical Programming Computation
1 Statistics and Computing
1 Stochastic Systems
1 EURO Journal on Computational Optimization
1 Iranian Journal of Numerical Analysis and Optimization
1 Mathematical Statistics and Learning

Referencing Publications by Year