## An Adaptive Gradient Sampling Algorithm for Nonsmooth Optimization

We present an algorithm for the minimization of f : Rn → R, assumed to be locally Lipschitz and continuously differentiable in an open dense subset D of Rn. The objective f may be non-smooth and/or non-convex. The method is based on the gradient sampling (GS) algorithm of Burke et al. [A robust gradient sampling … Read more