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• W2766707766 abstract "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 locate a descent direction. Almost sure convergence to Clarke stationary point(s) is shown, where convergence is independent of the accuracy of the gradient estimates. Numerical results show that the method is effective in practice. doi:10.1017/S1446181117000323" @default.
• W2766707766 created "2017-11-10" @default.
• W2766707766 creator A5022000597 @default.
• W2766707766 date "2018-01-03" @default.
• W2766707766 modified "2023-09-27" @default.
• W2766707766 title "A direct search quasi-Newton method for nonsmooth unconstrained optimization" @default.
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• W2766707766 doi "https://doi.org/10.21914/anziamj.v59i0.10651" @default.
• W2766707766 hasPublicationYear "2018" @default.
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