• LGO

  • Referenced in 96 articles [sw00516]
  • solve global optimization problems under very mild -- continuity or Lipschitz-continuity -- structural assumptions...
  • SymDIRECT

  • Referenced in 17 articles [sw22239]
  • modification of the DIRECT method for Lipschitz global optimization for a symmetric function. We consider ... global optimization problem for a symmetric Lipschitz continuous function. An efficient modification of the well...
  • GradSamp

  • Referenced in 118 articles [sw05270]
  • robust gradient sampling algorithm for nonsmooth, nonconvex optimization The authors describe a practical and robust ... convex and not even locally Lipschitz. The only request formulated is that the gradient...
  • MathOptimizer

  • Referenced in 14 articles [sw06911]
  • Professional 3 Advanced Global and Local Nonlinear Optimization Using the External LGO Solver Suite Mathematica ... Mathematica with the established LGO (Lipschitz Global Optimizer) solver suite, offering sophisticated application development tools...
  • NIMBUS

  • Referenced in 63 articles [sw04339]
  • proximal bundle approach for nondifferentiable single objective optimization into the multiobjective case. The multiple objective ... capable of handling several nonconvex locally Lipschitz continuous objective functions subject to nonlinear (possibly nondifferentiable...
  • NeNMF

  • Referenced in 33 articles [sw17586]
  • Nesterov’s optimal gradient method to alternatively optimize one factor with another fixed. In particular ... Lipschitz constant. Since NeNMF does not use the time consuming line search and converges optimally...
  • RPSALG

  • Referenced in 9 articles [sw12637]
  • method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different...
  • GRANSO

  • Referenced in 22 articles [sw38500]
  • intended to be efficient for constrained nonsmooth optimization problems, without any special structure or assumptions ... nonsmooth, convex or nonconvex, and locally Lipschitz or non-locally Lipschitz...
  • DFMO

  • Referenced in 14 articles [sw36997]
  • optimization. In this work, we consider multiobjective optimization problems with both bound constraints ... only assuming Lipschitz continuity of the functions; more specifically, we give new optimality conditions that...
  • Emmental-type GKLS

  • Referenced in 3 articles [sw39659]
  • test problems for methods solving constrained Lipschitz global optimization problems are proposed. A new class...
  • NOA

  • Referenced in 14 articles [sw08659]
  • design of a system of nondifferentiable optimization algorithms. This paper describes NOA, a package ... Fortran subroutines for minimizing a locally Lipschitz continuous function subject to locally Lipschitzian inequality...
  • LiPsMin

  • Referenced in 3 articles [sw26236]
  • study for robust optimization. This paper presents a minimization method for Lipschitz continuous, piecewise smooth ... caused by abs(), min(), and max(). The optimization method generates successively piecewise linearizations...
  • NESVM

  • Referenced in 6 articles [sw08753]
  • line search is adopted to solve the optimization. In each iteration round, the current gradient ... determine the descent direction, while the Lipschitz constant determines the step size. Only two matrix...
  • rcss

  • Referenced in 3 articles [sw26844]
  • Convex Switching Systems. The numerical treatment of optimal switching problems in a finite time setting ... functions are assumed to be convex and Lipschitz continuous in the continuous state. The action...
  • ADD-OPT

  • Referenced in 3 articles [sw25783]
  • proposed algorithm, ADD-OPT (Accelerated Distributed Directed Optimization), achieves the best known convergence rate ... given strongly-convex, objective functions with globally Lipschitz-continuous gradients, where k is the number...
  • iOptimize

  • Referenced in 4 articles [sw20377]
  • least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm ... which MOSEK fails are solved to optimality. We also find that iOptimize detects infeasibility more...
  • ADOL-C

  • Referenced in 249 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • CGAL

  • Referenced in 384 articles [sw00118]
  • The goal of the CGAL Open Source Project...
  • GLOPT

  • Referenced in 19 articles [sw00359]
  • GLOPT is a Fortran 77 program for global...