A note on the convergence of deterministic gradient sampling in nonsmooth optimization

Approximation of subdifferentials is one of the main tasks when computing descent directions for nonsmooth optimization problems. In this article, we propose a bisection method for weakly lower semismooth functions which is able to compute new subgradients that improve a given approximation in case...

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Veröffentlicht in:	Computational optimization and applications 2024-05, Vol.88 (1), p.151-165
1. Verfasser:	Gebken, Bennet
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Approximation Computation Convergence Convex analysis Convex and Discrete Geometry Management Science Mathematical analysis Mathematics Mathematics and Statistics Operations Research Operations Research/Decision Theory Optimization Sampling Statistics
Online-Zugang:	Volltext
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