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math.OC2019
A new method based on the bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
M. Maleknia, M. Shamsi
In this paper, we combine the positive aspects of the Gradient Sampling (GS) and bundle methods, as the most efficient methods in nonsmooth optimization, to develop a robust method…
math.OC2019
A Gradient Sampling method based on Ideal direction for solving nonsmooth nonconvex optimization problems: convergence analysis and numerical experiments
M. Maleknia, M. Shamsi
In this paper, a modification to the Gradient Sampling (GS) method for minimizing nonsmooth nonconvex functions is presented. One drawback in GS method is the need of solving a Qua…