A DIRECT SEARCH QUASI-NEWTON METHOD FOR NONSMOOTH UNCONSTRAINED OPTIMIZATION

A direct search quasi-Newton algorithm is presented for local minimization of Lipschitz continuous black-box functions. The method estimates the gradient via central differences using a maximal frame around each iterate. When nonsmoothness prevents progress, a global direction search is used to loca...

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Bibliographic Details

Published in:	The ANZIAM journal Vol. 59; no. 2; pp. 215 - 231
Main Author:	PRICE, C. J.
Format:	Journal Article
Language:	English
Published:	Cambridge, UK Cambridge University Press 01.10.2017
Subjects:	Algorithms Estimates Methods Optimization Quasi Newton methods 65K05 nonconvex Clarke generalized derivative derivative free
ISSN:	1446-1811, 1446-8735
Online Access:	Get full text
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