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Chapter 12: Gradient-Sampling Methods

Published in Society for Industrial and Applied Mathematics eBooks • Oct 17, 2025
NobleIDNI6P66W50R58S60
Authors:
Frank E. Curtis
,
Daniel P. Robinson

Abstract

We have thus far seen two paths that one can take to attempt to design reliable and computation-ally efficient first-order-derivative-based algorithms for minimizing locally Lipschitz functions. First, we have seen a path that focuses on being able to employ directly any of the large number of algor...

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