Discrete Gradient Method: Derivative-Free Method for Nonsmooth Optimization
A new derivative-free method is developed for solving unconstrained nonsmooth optimization problems. This method is based on the notion of a discrete gradient. It is demonstrated that the discrete gradients can be used to approximate subgradients of a broad class of nonsmooth functions. It is also s...
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| Veröffentlicht in: | Journal of optimization theory and applications 2008-05, Vol.137 (2), p.317-334 |
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| container_title | Journal of optimization theory and applications |
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| creator | Bagirov, A. M. Karasözen, B. Sezer, M. |
| description | A new derivative-free method is developed for solving unconstrained nonsmooth optimization problems. This method is based on the notion of a discrete gradient. It is demonstrated that the discrete gradients can be used to approximate subgradients of a broad class of nonsmooth functions. It is also shown that the discrete gradients can be applied to find descent directions of nonsmooth functions. The preliminary results of numerical experiments with unconstrained nonsmooth optimization problems as well as the comparison of the proposed method with the nonsmooth optimization solver DNLP from CONOPT-GAMS and the derivative-free optimization solver CONDOR are presented. |
| doi_str_mv | 10.1007/s10957-007-9335-5 |
| format | Article |
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The preliminary results of numerical experiments with unconstrained nonsmooth optimization problems as well as the comparison of the proposed method with the nonsmooth optimization solver DNLP from CONOPT-GAMS and the derivative-free optimization solver CONDOR are presented.</description><subject>Algorithms</subject><subject>Applications of Mathematics</subject><subject>Applied mathematics</subject><subject>Applied sciences</subject><subject>Approximation</subject><subject>Calculus of Variations and Optimal Control; Optimization</subject><subject>Cluster analysis</subject><subject>Clustering</subject><subject>Descent</subject><subject>Engineering</subject><subject>Exact sciences and technology</subject><subject>Experiments</subject><subject>Mathematical analysis</subject><subject>Mathematical models</subject><subject>Mathematical programming</subject><subject>Mathematics</subject><subject>Mathematics and Statistics</subject><subject>Methods</subject><subject>Operational research and scientific management</subject><subject>Operational research. 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| subjects | Algorithms Applications of Mathematics Applied mathematics Applied sciences Approximation Calculus of Variations and Optimal Control Optimization Cluster analysis Clustering Descent Engineering Exact sciences and technology Experiments Mathematical analysis Mathematical models Mathematical programming Mathematics Mathematics and Statistics Methods Operational research and scientific management Operational research. Management science Operations Research/Decision Theory Optimization Solvers Studies Theory of Computation |
| title | Discrete Gradient Method: Derivative-Free Method for Nonsmooth Optimization |
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