We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
A note on the convergence of deterministic gradient sampling in nonsmooth optimization.
- Authors
Gebken, Bennet
- Abstract
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 a direction with insufficient descent was computed. Combined with a recently proposed deterministic gradient sampling approach, this yields a deterministic and provably convergent way to approximate subdifferentials for computing descent directions.
- Subjects
NONSMOOTH optimization; SUBDIFFERENTIALS
- Publication
Computational Optimization & Applications, 2024, Vol 88, Issue 1, p151
- ISSN
0926-6003
- Publication type
Article
- DOI
10.1007/s10589-024-00552-0