
GradSamp
 Referenced in 54 articles
[sw05270]
 robust gradient sampling algorithm for nonsmooth, nonconvex optimization The authors describe a practical and robust...

LDGB
 Referenced in 21 articles
[sw07134]
 memory bundle method for largescale nonsmooth optimization Many practical optimization problems involve nonsmooth (that ... hand, none of the current general nonsmooth optimization methods is efficient in largescale settings ... metric based bundle method for nonsmooth largescale optimization. In addition, we introduce ... academic test problems for largescale nonsmooth minimization. Finally, we give some encouraging results from...

HIFOO
 Referenced in 23 articles
[sw05188]
 linear systems is a difficult, nonconvex, nonsmooth optimization problem when the order of the controller ... depends on a hybrid algorithm for nonsmooth, nonconvex optimization based on quasiNewton updating...

EMP
 Referenced in 8 articles
[sw01086]
 data fitting, minmax programming, multicriteria optimization, nonsmooth optimization, quadratic programming, or linear programming, subject...

MPBNGC
 Referenced in 8 articles
[sw11891]
 Multiobjective proximal bundle method for nonconvex nonsmooth optimization: Fortran subroutine MPBNGC 2.0. MPBNGC...

NSO
 Referenced in 5 articles
[sw05272]
 Nonsmooth optimization (NSO) refers to the general problem of minimizing (or maximizing) functions that ... regularity assumptions upon the functions to be optimized, it can not be directly utilized. However ... functions involved in practical applications are often nonsmooth. That is, they are not necessarily differentiable ... introduce the basic concepts of nonsmooth analysis and optimization...

PNEW
 Referenced in 47 articles
[sw06157]
 linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic programming ... Subroutines PBUN and PNEW, intended for general nonsmooth problems, are based on bundletype methods...

NSOLIB
 Referenced in 3 articles
[sw07874]
 Fortran subroutine library for nonsmooth and nonconvex optimization problems with single or multiple objective functions ... simple bounds for variables, linear, nonlinear or nonsmooth constraints, or all of them ... contain efficient codes for nonsmooth optimization...

CARTopt
 Referenced in 2 articles
[sw08364]
 CARTopt: a random search method for nonsmooth unconstrained optimization ... random search algorithm for unconstrained local nonsmooth optimization is described. The algorithm forms a partition ... phases provides an effective method for nonsmooth optimization. The sequence of iterates...

SOI
 Referenced in 2 articles
[sw10100]
 shown to perform well on many local optimization problems, and problems with linear objective functions ... genetic algorithm, Nonsmooth Optimization by Mesh Adaptive Direct Search (NOMAD), SOMI (M”uller...

GANSO
 Referenced in 3 articles
[sw00319]
 modern methods of global and nonsmooth continuous optimization, based on the ideas of A. Rubinov...

NDA
 Referenced in 11 articles
[sw04663]
 linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic programming ... Subroutines PBUN and PNEW, intended for general nonsmooth problems, are based on bundletype methods...

HOPSPACK
 Referenced in 6 articles
[sw04187]
 cores). Optimization problems can be very general: functions can be noisy, nonsmooth and nonconvex, linear ... communities in mind: those who need an optimization problem solved, and those who wish...

qLearn
 Referenced in 5 articles
[sw11117]
 optimal dynamic treatment regime from data is Qlearning which involves nonsmooth operations ... data. This nonsmoothness causes standard asymptotic approaches for inference like the bootstrap or Taylor series ... confidence intervals for the parameters indexing the optimal dynamic regime. We propose an adaptive choice...

HANSO
 Referenced in 5 articles
[sw05271]
 HANSO: Hybrid Algorithm for NonSmooth Optimization A MATLAB package based on the BFGS ... unconstrained minimization: convex or nonconvex, smooth or nonsmooth, including BFGS, limited memory BFGS and gradient...

TMAC
 Referenced in 1 article
[sw15565]
 variety of optimization problems, which can be both smooth and nonsmooth, convex and nonconvex ... mimics how a scientist writes down an optimization algorithm. Therefore, it is easy...

iPiano
 Referenced in 8 articles
[sw09623]
 iPiano: inertial proximal algorithm for nonconvex optimization. In this paper we study an algorithm ... force. It can be seen as a nonsmooth split version of the Heavyball method...

Modulopt
 Referenced in 1 article
[sw05201]
 optimization problems, the Modulopt collection, whose problems can be smooth or nonsmooth and are issued...

LambdaMF
 Referenced in 1 article
[sw17493]
 Learning nonsmooth ranking functions in matrix factorization using lambda. This paper emphasizes optimizing ranking measures...

CGLS
 Referenced in 7 articles
[sw07879]
 global & local search (CGLS) approach to global optimization This paper presents a general approach that ... zero order stationary point is established for nonsmooth convex functions, and convergence to a first...