An adaptive gradient sampling algorithm for non-smooth optimization

Optimization Methods and Software ◽

10.1080/10556788.2012.714781 ◽

2012 ◽

Vol 28 (6) ◽

pp. 1302-1324 ◽

Author(s):

Frank E. Curtis ◽

Xiaocun Que

Keyword(s):

Sampling Algorithm ◽

Gradient Sampling ◽

Smooth Optimization

Download Full-text

Non-smooth Optimization Based WADC Tuning in Large Delayed Cyber-Physical Power System by Interarea Mode Tracking and Gradient Sampling

IEEE Transactions on Power Systems ◽

10.1109/tpwrs.2018.2867739 ◽

2018 ◽

pp. 1-1 ◽

Author(s):

Qianying Mou ◽

Hua Ye ◽

Yutian Liu

Keyword(s):

Power System ◽

Gradient Sampling ◽

Smooth Optimization ◽

Download Full-text

Convergence of the Gradient Sampling Algorithm on Directionally Lipschitz Functions

Set-Valued and Variational Analysis ◽

10.1007/s11228-021-00610-3 ◽

2021 ◽

Author(s):

J. V. Burke ◽

Q. Lin

Keyword(s):

Lipschitz Functions ◽

Sampling Algorithm ◽

Gradient Sampling

Download Full-text

A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds

SIAM Journal on Optimization ◽

10.1137/16m1069298 ◽

2017 ◽

Vol 27 (1) ◽

pp. 173-189 ◽

Author(s):

Seyedehsomayeh Hosseini ◽

André Uschmajew

Keyword(s):

Nonsmooth Optimization ◽

Sampling Algorithm ◽

Gradient Sampling ◽

Optimization On Manifolds

Download Full-text

A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization

SIAM Journal on Optimization ◽

10.1137/090748408 ◽

2010 ◽

Vol 20 (4) ◽

pp. 1983-1994 ◽

Author(s):

Krzysztof C. Kiwiel

Keyword(s):

Nonconvex Optimization ◽

Sampling Algorithm ◽

Gradient Sampling ◽

Nonsmooth Nonconvex Optimization

Download Full-text

Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization

SIAM Journal on Optimization ◽

10.1137/050639673 ◽

2007 ◽

Vol 18 (2) ◽

pp. 379-388 ◽

Author(s):

Krzysztof C. Kiwiel

Keyword(s):

Nonconvex Optimization ◽

Sampling Algorithm ◽

Gradient Sampling ◽

Nonsmooth Nonconvex Optimization

Download Full-text

A derivative-free approximate gradient sampling algorithm for finite minimax problems

Computational Optimization and Applications ◽

10.1007/s10589-013-9547-6 ◽

2013 ◽

Vol 56 (1) ◽

pp. 1-38 ◽

Author(s):

W. Hare ◽

J. Nutini

Keyword(s):

Minimax Problems ◽

Sampling Algorithm ◽

Gradient Sampling ◽

Derivative Free ◽

Download Full-text

A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization

SIAM Journal on Optimization ◽

10.1137/030601296 ◽

2005 ◽

Vol 15 (3) ◽

pp. 751-779 ◽

Author(s):

James V. Burke ◽

Adrian S. Lewis ◽

Michael L. Overton

Keyword(s):

Nonconvex Optimization ◽

Sampling Algorithm ◽

Gradient Sampling ◽

Nonsmooth Nonconvex Optimization

Download Full-text

Full-waveform inversion based on gradient-sampling algorithm with randomized space shift

10.1190/segam2018-2998228.1 ◽

2018 ◽

Author(s):

Jizhong Yang ◽

Yunyue Elita Li ◽

Yanwen Wei ◽

Haohuan Fu ◽

Yuzhu Liu

Keyword(s):

Waveform Inversion ◽

Full Waveform Inversion ◽

Sampling Algorithm ◽

Gradient Sampling ◽

Download Full-text

A depth-dependent derandomized sampling algorithm for lattice decoding

Automation, Mechanical and Electrical Engineering ◽

10.2495/amee141112 ◽

2014 ◽

Author(s):

X.S. Chen ◽

Y.H. Sun ◽

R.Z. Yang ◽

Y.H. Zhang

Keyword(s):

Sampling Algorithm ◽

Lattice Decoding

Download Full-text

A General Importance Sampling Algorithm for Estimating Portfolio Loss Probabilities in Linear Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.2556527 ◽

2015 ◽

Author(s):

Alexandre Scott ◽

Adam Metzler

Keyword(s):

Importance Sampling ◽

Factor Models ◽

Sampling Algorithm ◽

Linear Factor ◽

General Importance ◽

Loss Probabilities ◽

Download Full-text