Gradient sampling methods for nonsmooth optimization

JV Burke, FE Curtis, AS Lewis, ML Overton… - … optimization: State of …, 2020 - Springer
This article reviews the gradient sampling methodology for solving nonsmooth, nonconvex
optimization problems. We state an intuitively straightforward gradient sampling algorithm …

Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized Gauss–Seidel methods

H Attouch, J Bolte, BF Svaiter - Mathematical programming, 2013 - Springer
In view of the minimization of a nonsmooth nonconvex function f, we prove an abstract
convergence result for descent methods satisfying a sufficient-decrease assumption, and …

Calculus of the exponent of Kurdyka–Łojasiewicz inequality and its applications to linear convergence of first-order methods

G Li, TK Pong - Foundations of computational mathematics, 2018 - Springer
In this paper, we study the Kurdyka–Łojasiewicz (KL) exponent, an important quantity for
analyzing the convergence rate of first-order methods. Specifically, we develop various …

[BOK][B] Variational analysis and generalized differentiation II: Applications

BS Mordukhovich - 2006 - Springer
Variational analysis has been recognized as a fruitful area in mathematics that on the one
hand deals with the study of optimization and equilibrium problems and on the other hand …

[BOK][B] Convex analysis

J Borwein, A Lewis - 2006 - Springer
We have already seen that linear functions are always continuous. More generally, a
remarkable feature of convex functions on E is that they must be continuous on the interior of …

On the convergence of the proximal algorithm for nonsmooth functions involving analytic features

H Attouch, J Bolte - Mathematical Programming, 2009 - Springer
We study the convergence of the proximal algorithm applied to nonsmooth functions that
satisfy the Łjasiewicz inequality around their generalized critical points. Typical examples of …

Nonsmooth optimization via quasi-Newton methods

AS Lewis, ML Overton - Mathematical Programming, 2013 - Springer
We investigate the behavior of quasi-Newton algorithms applied to minimize a nonsmooth
function f, not necessarily convex. We introduce an inexact line search that generates a …

Clarke subgradients of stratifiable functions

J Bolte, A Daniilidis, A Lewis, M Shiota - SIAM Journal on Optimization, 2007 - SIAM
We establish the following result: If the graph of a lower semicontinuous real-extended-
valued function f:R^n→R∪{+∞\} admits a Whitney stratification (so in particular if f is a …

A simple and efficient algorithm for nonlinear model predictive control

L Stella, A Themelis, P Sopasakis… - 2017 IEEE 56th Annual …, 2017 - ieeexplore.ieee.org
We present PANOC, a new algorithm for solving optimal control problems arising in
nonlinear model predictive control (NMPC). A usual approach to this type of problems is …

Forward-backward envelope for the sum of two nonconvex functions: Further properties and nonmonotone linesearch algorithms

A Themelis, L Stella, P Patrinos - SIAM Journal on Optimization, 2018 - SIAM
We propose\sf ZeroFPR, a nonmonotone linesearch algorithm for minimizing the sum of two
nonconvex functions, one of which is smooth and the other possibly nonsmooth.\sf ZeroFPR …