Title:

An improved convergence result for the discrete gradient and secant methods for nonsmooth optimization.

Subtitle:

Raport Badawczy = Research Report ; RB/38/2009

Creator:

Kiwiel, Krzysztof

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2009

Description:

6 pages ; 21 cm ; Bibliography p. 6

Subject and Keywords:

Nonsmooth optimization ; Bundle methods ; Optymalizacja niegładka ; Optymalizacja bez pochodnych ; Gradient dyskretny ; Derivative-free optimization ; Discrete gradient

Abstract:

The article deals with generalization of the non-derivative discrete gradient method of Bagirov et al. for minimizing a locally Lipschitz function f on Rn . The existing convergence result for this method has been strengthened by showing that it either drives the f -values to -∞ or each of its cluster points is Clarke stationary for f, without requir­ing compactness of the level sets of f. This generalization is an approximate bundle method, which also subsumes the secant method of Bagirov et al.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2009-38

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open