A fast gradient and function sampling method for finite-max functions

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 mini...
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Gespeichert in:

Autor*in:	Helou, Elias S. [verfasserIn] Santos, Sandra A. [verfasserIn] Simões, Lucas E. A. [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2018

Schlagwörter:	Nonsmooth nonconvex optimization Gradient sampling Local superlinear convergence Global convergence Unconstrained minimization

Übergeordnetes Werk:	Enthalten in: Computational optimization and applications - New York, NY [u.a.] : Springer Science + Business Media B.V., 1992, 71(2018), 3 vom: 23. Aug., Seite 673-717
Übergeordnetes Werk:	volume:71 ; year:2018 ; number:3 ; day:23 ; month:08 ; pages:673-717

Links:	Volltext

DOI / URN:	10.1007/s10589-018-0030-2

Katalog-ID:	SPR011553987

Internformat


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520			\|a 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.
650		4	\|a Nonsmooth nonconvex optimization \|7 (dpeaa)DE-He213
650		4	\|a Gradient sampling \|7 (dpeaa)DE-He213
650		4	\|a Local superlinear convergence \|7 (dpeaa)DE-He213
650		4	\|a Global convergence \|7 (dpeaa)DE-He213
650		4	\|a Unconstrained minimization \|7 (dpeaa)DE-He213
700	1		\|a Santos, Sandra A. \|e verfasserin \|4 aut
700	1		\|a Simões, Lucas E. A. \|e verfasserin \|4 aut
773	0	8	\|i Enthalten in \|t Computational optimization and applications \|d New York, NY [u.a.] : Springer Science + Business Media B.V., 1992 \|g 71(2018), 3 vom: 23. Aug., Seite 673-717 \|w (DE-627)266881297 \|w (DE-600)1467967-X \|x 1573-2894 \|7 nnns
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856	4	0	\|u https://dx.doi.org/10.1007/s10589-018-0030-2 \|z lizenzpflichtig \|3 Volltext
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912			\|a GBV_ILN_31
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912			\|a GBV_ILN_39
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_73
912			\|a GBV_ILN_74
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_120
912			\|a GBV_ILN_138
912			\|a GBV_ILN_150
912			\|a GBV_ILN_151
912			\|a GBV_ILN_152
912			\|a GBV_ILN_161
912			\|a GBV_ILN_170
912			\|a GBV_ILN_171
912			\|a GBV_ILN_187
912			\|a GBV_ILN_213
912			\|a GBV_ILN_224
912			\|a GBV_ILN_230
912			\|a GBV_ILN_250
912			\|a GBV_ILN_281
912			\|a GBV_ILN_285
912			\|a GBV_ILN_293
912			\|a GBV_ILN_370
912			\|a GBV_ILN_602
912			\|a GBV_ILN_636
912			\|a GBV_ILN_702
912			\|a GBV_ILN_2001
912			\|a GBV_ILN_2003
912			\|a GBV_ILN_2004
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2006
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2008
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2025
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2031
912			\|a GBV_ILN_2034
912			\|a GBV_ILN_2037
912			\|a GBV_ILN_2038
912			\|a GBV_ILN_2039
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2048
912			\|a GBV_ILN_2049
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2057
912			\|a GBV_ILN_2059
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2064
912			\|a GBV_ILN_2065
912			\|a GBV_ILN_2068
912			\|a GBV_ILN_2070
912			\|a GBV_ILN_2086
912			\|a GBV_ILN_2088
912			\|a GBV_ILN_2093
912			\|a GBV_ILN_2106
912			\|a GBV_ILN_2107
912			\|a GBV_ILN_2108
912			\|a GBV_ILN_2110
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_2112
912			\|a GBV_ILN_2113
912			\|a GBV_ILN_2116
912			\|a GBV_ILN_2118
912			\|a GBV_ILN_2119
912			\|a GBV_ILN_2122
912			\|a GBV_ILN_2129
912			\|a GBV_ILN_2143
912			\|a GBV_ILN_2144
912			\|a GBV_ILN_2147
912			\|a GBV_ILN_2148
912			\|a GBV_ILN_2152
912			\|a GBV_ILN_2153
912			\|a GBV_ILN_2188
912			\|a GBV_ILN_2190
912			\|a GBV_ILN_2232
912			\|a GBV_ILN_2336
912			\|a GBV_ILN_2446
912			\|a GBV_ILN_2470
912			\|a GBV_ILN_2472
912			\|a GBV_ILN_2507
912			\|a GBV_ILN_2522
912			\|a GBV_ILN_2548
912			\|a GBV_ILN_4012
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4046
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4242
912			\|a GBV_ILN_4246
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4251
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4328
912			\|a GBV_ILN_4333
912			\|a GBV_ILN_4334
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4336
912			\|a GBV_ILN_4338
912			\|a GBV_ILN_4393
912			\|a GBV_ILN_4700
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matchkey_str	article:15732894:2018----::fsgainaducinapigehdof
hierarchy_sort_str	2018
bklnumber	31.80 54.80
publishDate	2018
allfields	10.1007/s10589-018-0030-2 doi (DE-627)SPR011553987 (SPR)s10589-018-0030-2-e DE-627 ger DE-627 rakwb eng 510 ASE 31.80 bkl 54.80 bkl Helou, Elias S. verfasserin aut A fast gradient and function sampling method for finite-max functions 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonsmooth nonconvex optimization (dpeaa)DE-He213 Gradient sampling (dpeaa)DE-He213 Local superlinear convergence (dpeaa)DE-He213 Global convergence (dpeaa)DE-He213 Unconstrained minimization (dpeaa)DE-He213 Santos, Sandra A. verfasserin aut Simões, Lucas E. A. verfasserin aut Enthalten in Computational optimization and applications New York, NY [u.a.] : Springer Science + Business Media B.V., 1992 71(2018), 3 vom: 23. Aug., Seite 673-717 (DE-627)266881297 (DE-600)1467967-X 1573-2894 nnns volume:71 year:2018 number:3 day:23 month:08 pages:673-717 https://dx.doi.org/10.1007/s10589-018-0030-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.80 ASE 54.80 ASE AR 71 2018 3 23 08 673-717
spelling	10.1007/s10589-018-0030-2 doi (DE-627)SPR011553987 (SPR)s10589-018-0030-2-e DE-627 ger DE-627 rakwb eng 510 ASE 31.80 bkl 54.80 bkl Helou, Elias S. verfasserin aut A fast gradient and function sampling method for finite-max functions 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonsmooth nonconvex optimization (dpeaa)DE-He213 Gradient sampling (dpeaa)DE-He213 Local superlinear convergence (dpeaa)DE-He213 Global convergence (dpeaa)DE-He213 Unconstrained minimization (dpeaa)DE-He213 Santos, Sandra A. verfasserin aut Simões, Lucas E. A. verfasserin aut Enthalten in Computational optimization and applications New York, NY [u.a.] : Springer Science + Business Media B.V., 1992 71(2018), 3 vom: 23. Aug., Seite 673-717 (DE-627)266881297 (DE-600)1467967-X 1573-2894 nnns volume:71 year:2018 number:3 day:23 month:08 pages:673-717 https://dx.doi.org/10.1007/s10589-018-0030-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.80 ASE 54.80 ASE AR 71 2018 3 23 08 673-717
allfields_unstemmed	10.1007/s10589-018-0030-2 doi (DE-627)SPR011553987 (SPR)s10589-018-0030-2-e DE-627 ger DE-627 rakwb eng 510 ASE 31.80 bkl 54.80 bkl Helou, Elias S. verfasserin aut A fast gradient and function sampling method for finite-max functions 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonsmooth nonconvex optimization (dpeaa)DE-He213 Gradient sampling (dpeaa)DE-He213 Local superlinear convergence (dpeaa)DE-He213 Global convergence (dpeaa)DE-He213 Unconstrained minimization (dpeaa)DE-He213 Santos, Sandra A. verfasserin aut Simões, Lucas E. A. verfasserin aut Enthalten in Computational optimization and applications New York, NY [u.a.] : Springer Science + Business Media B.V., 1992 71(2018), 3 vom: 23. Aug., Seite 673-717 (DE-627)266881297 (DE-600)1467967-X 1573-2894 nnns volume:71 year:2018 number:3 day:23 month:08 pages:673-717 https://dx.doi.org/10.1007/s10589-018-0030-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.80 ASE 54.80 ASE AR 71 2018 3 23 08 673-717
allfieldsGer	10.1007/s10589-018-0030-2 doi (DE-627)SPR011553987 (SPR)s10589-018-0030-2-e DE-627 ger DE-627 rakwb eng 510 ASE 31.80 bkl 54.80 bkl Helou, Elias S. verfasserin aut A fast gradient and function sampling method for finite-max functions 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonsmooth nonconvex optimization (dpeaa)DE-He213 Gradient sampling (dpeaa)DE-He213 Local superlinear convergence (dpeaa)DE-He213 Global convergence (dpeaa)DE-He213 Unconstrained minimization (dpeaa)DE-He213 Santos, Sandra A. verfasserin aut Simões, Lucas E. A. verfasserin aut Enthalten in Computational optimization and applications New York, NY [u.a.] : Springer Science + Business Media B.V., 1992 71(2018), 3 vom: 23. Aug., Seite 673-717 (DE-627)266881297 (DE-600)1467967-X 1573-2894 nnns volume:71 year:2018 number:3 day:23 month:08 pages:673-717 https://dx.doi.org/10.1007/s10589-018-0030-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.80 ASE 54.80 ASE AR 71 2018 3 23 08 673-717
allfieldsSound	10.1007/s10589-018-0030-2 doi (DE-627)SPR011553987 (SPR)s10589-018-0030-2-e DE-627 ger DE-627 rakwb eng 510 ASE 31.80 bkl 54.80 bkl Helou, Elias S. verfasserin aut A fast gradient and function sampling method for finite-max functions 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonsmooth nonconvex optimization (dpeaa)DE-He213 Gradient sampling (dpeaa)DE-He213 Local superlinear convergence (dpeaa)DE-He213 Global convergence (dpeaa)DE-He213 Unconstrained minimization (dpeaa)DE-He213 Santos, Sandra A. verfasserin aut Simões, Lucas E. A. verfasserin aut Enthalten in Computational optimization and applications New York, NY [u.a.] : Springer Science + Business Media B.V., 1992 71(2018), 3 vom: 23. Aug., Seite 673-717 (DE-627)266881297 (DE-600)1467967-X 1573-2894 nnns volume:71 year:2018 number:3 day:23 month:08 pages:673-717 https://dx.doi.org/10.1007/s10589-018-0030-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.80 ASE 54.80 ASE AR 71 2018 3 23 08 673-717
language	English
source	Enthalten in Computational optimization and applications 71(2018), 3 vom: 23. Aug., Seite 673-717 volume:71 year:2018 number:3 day:23 month:08 pages:673-717
sourceStr	Enthalten in Computational optimization and applications 71(2018), 3 vom: 23. Aug., Seite 673-717 volume:71 year:2018 number:3 day:23 month:08 pages:673-717
format_phy_str_mv	Article
institution	findex.gbv.de
topic_facet	Nonsmooth nonconvex optimization Gradient sampling Local superlinear convergence Global convergence Unconstrained minimization
dewey-raw	510
isfreeaccess_bool	false
container_title	Computational optimization and applications
authorswithroles_txt_mv	Helou, Elias S. @@aut@@ Santos, Sandra A. @@aut@@ Simões, Lucas E. A. @@aut@@
publishDateDaySort_date	2018-08-23T00:00:00Z
hierarchy_top_id	266881297
dewey-sort	3510
id	SPR011553987
language_de	englisch
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author	Helou, Elias S.
spellingShingle	Helou, Elias S. ddc 510 bkl 31.80 bkl 54.80 misc Nonsmooth nonconvex optimization misc Gradient sampling misc Local superlinear convergence misc Global convergence misc Unconstrained minimization A fast gradient and function sampling method for finite-max functions
authorStr	Helou, Elias S.
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topic_title	510 ASE 31.80 bkl 54.80 bkl A fast gradient and function sampling method for finite-max functions Nonsmooth nonconvex optimization (dpeaa)DE-He213 Gradient sampling (dpeaa)DE-He213 Local superlinear convergence (dpeaa)DE-He213 Global convergence (dpeaa)DE-He213 Unconstrained minimization (dpeaa)DE-He213
topic	ddc 510 bkl 31.80 bkl 54.80 misc Nonsmooth nonconvex optimization misc Gradient sampling misc Local superlinear convergence misc Global convergence misc Unconstrained minimization
topic_unstemmed	ddc 510 bkl 31.80 bkl 54.80 misc Nonsmooth nonconvex optimization misc Gradient sampling misc Local superlinear convergence misc Global convergence misc Unconstrained minimization
topic_browse	ddc 510 bkl 31.80 bkl 54.80 misc Nonsmooth nonconvex optimization misc Gradient sampling misc Local superlinear convergence misc Global convergence misc Unconstrained minimization
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title	A fast gradient and function sampling method for finite-max functions
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title_full	A fast gradient and function sampling method for finite-max functions
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author_browse	Helou, Elias S. Santos, Sandra A. Simões, Lucas E. A.
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title_sort	fast gradient and function sampling method for finite-max functions
title_auth	A fast gradient and function sampling method for finite-max functions
abstract	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.
abstractGer	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.
abstract_unstemmed	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.
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title_short	A fast gradient and function sampling method for finite-max functions
url	https://dx.doi.org/10.1007/s10589-018-0030-2
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author2	Santos, Sandra A. Simões, Lucas E. A.
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up_date	2024-07-03T23:19:12.363Z
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fullrecord_marcxml	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">SPR011553987</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20220110225653.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">201005s2018 xx \|\|\|\|\|o 00\| \|\|eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/s10589-018-0030-2</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)SPR011553987</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(SPR)s10589-018-0030-2-e</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">510</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">31.80</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">54.80</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Helou, Elias S.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="2"><subfield code="a">A fast gradient and function sampling method for finite-max functions</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2018</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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. 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A fast gradient and function sampling method for finite-max functions

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