A derivative-free $\mathcal{V}\mathcal{U}$-algorithm for convex finite-max problems

Warren Hare, Chayne Planiden, Claudia Sagastizábal

The $\mathcal{V}\mathcal{U}$-algorithm is a superlinearly convergent method for minimizing nonsmooth, convex functions. At each iteration, the algorithm works with a certain $\mathcal{V}$-sp…