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nonsmooth optimization

Submitted by m_farrokh on

I am opting for a reference of nonsmooth optimization methods. Does anyone know a good one?

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Yes indeed !

I would suggest you the following video courses: http://www.stanford.edu/class/ee364b/videos.html

The main topic is subgradient methods, which are optimization methods when functions are not differentiable anymore (because of a kink, like x ->|x| for instance), which is grossely the subject of non-smooth optimization.



Otherwise the follwing book treats the subject, but it is a bit hard

http://books.google.com/books?id=88X5vN3ybvgC&printsec=frontcover&dq=nu…;

Best regards, 

 

My blog on research on Hybrid Solvers: http://mechenjoy.blogspot.com/

Thu, 11/18/2010 - 13:16 Permalink