Manifold Sampling for L1 Nonconvex Optimization
We present a new algorithm, called manifold sampling, for the unconstrained minimization of a nonsmooth composite function $h\circ F$ when $h$ has known structure. In particular, by classifying points in the domain of the nonsmooth function $h$ into manifolds, we adapt search directions within a trust-region framework based on knowledge of manifolds intersecting the current … Read more