• GradSamp

  • Referenced in 56 articles [sw05270]
  • robust gradient sampling algorithm for nonsmooth, nonconvex optimization The authors describe a practical and robust...
  • LDGB

  • Referenced in 23 articles [sw07134]
  • memory bundle method for large-scale nonsmooth optimization Many practical optimization problems involve nonsmooth (that ... hand, none of the current general nonsmooth optimization methods is efficient in large-scale settings ... metric based bundle method for nonsmooth large-scale optimization. In addition, we introduce ... academic test problems for large-scale nonsmooth minimization. Finally, we give some encouraging results from...
  • HIFOO

  • Referenced in 24 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 quasi-Newton updating...
  • EMP

  • Referenced in 8 articles [sw01086]
  • data fitting, min-max programming, multicriteria optimization, nonsmooth optimization, quadratic programming, or linear programming, subject...
  • MPBNGC

  • Referenced in 10 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 48 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 bundle-type 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...
  • SO-I

  • Referenced in 3 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), SO-MI (M”uller...
  • GANSO

  • Referenced in 4 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 bundle-type 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 Q-learning 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 Non-Smooth Optimization A MATLAB package based on the BFGS ... unconstrained minimization: convex or nonconvex, smooth or nonsmooth, including BFGS, limited memory BFGS and gradient...
  • iPiano

  • Referenced in 9 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 Heavy-ball method...
  • 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...
  • 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...