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nonsmooth optimization

m_farrokh's picture

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

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Johannes T.B. Overvelde's picture

Maybe the book 'stability and optimization of structures'.  You're probably not intersted in stability, but the optimization algorithmes might also work for nonsmooth optimization.


tlaverne's picture

Yes indeed !

I would suggest you the following video courses:

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

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My blog on research on Hybrid Solvers:

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