| Full text | |
| Author(s): |
Total Authors: 3
|
| Affiliation: | [1] Univ Sao Paulo, Inst Math Sci & Computat, Sao Carlos, SP - Brazil
[2] Univ Estadual Campinas, Dept Appl Math, Campinas, SP - Brazil
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 71, n. 3, p. 673-717, DEC 2018. |
| Web of Science Citations: | 0 |
| Abstract | |
This paper proposes an algorithm for the unconstrained minimization of a class of nonsmooth and nonconvex functions that can be written as finite-max functions. A gradient and function-based sampling method is proposed which, under special circumstances, either moves superlinearly to a minimizer of the problem of interest or improves the optimality certificate. Global and local convergence analysis are presented, as well as examples that illustrate the obtained theoretical results. (AU) | |
| FAPESP's process: | 13/05475-7 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 16/22989-2 - A sampling method for constrained nonsmooth optimization problems |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |
| FAPESP's process: | 13/16508-3 - Fast computation of the generalized Backprojection operator with applications in tomographic image reconstruction |
| Grantee: | Elias Salomão Helou Neto |
| Support Opportunities: | Regular Research Grants |
| FAPESP's process: | 13/14615-7 - On the nonmonotone line search in gradient sampling methods for nonconvex and nonsmooth optimization |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Support Opportunities: | Scholarships in Brazil - Doctorate |