A Second-Order Information-Based Gradient and Function Sampling Method for Nonconvex, Nonsmooth Optimization

This paper has the goal to propose a gradient and function sampling method that under special circumstances moves superlinearly to a minimizer of a general class of nonsmooth and nonconvex functions. We present global and local convergence theory with illustrative examples that corroborate and elucidate the theoretical results obtained along the manuscript.

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