Nonsmooth Algorithms

• A.S. Lewis and M.L. Overton,
  Nonsmooth Optimization via Quasi-Newton Methods
  To appear in Math. Programming
  PDF
  

• F.E. Curtis and M.L. Overton,
  A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
  SIAM J. Optimization 22 (2012), pp. 474-500
  Published Article
  PDF
  

• A.S. Lewis and M.L. Overton,
  Nonsmooth Optimization via BFGS
  PDF
  

• A.S. Lewis and M.L. Overton,
  Behavior of BFGS with an Exact Line Search on Nonsmooth Examples
  PDF
  

• J.V. Burke, A.S. Lewis and M.L. Overton,
  The Speed of Shor's R-Algorithm
  IMA J. Numer. Anal. 28 (2008), pp. 711-720
  Published Article
  Copy of Published Article (pdf)
  

• J.V. Burke, A.S. Lewis and M.L. Overton,
  Stabilization via Nonsmooth, Nonconvex Optimization
  IEEE Transactions on Automatic Control 51 (2006) pp. 1760-1769
  Published Article
  PDF (revised version sent to publisher)
  

• J.V. Burke, A.S. Lewis and M.L. Overton,
  A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
  SIAM J. Optimization 15 (2005), pp. 751-779
  Published Article
  Copy of Published Article (pdf)
  Problem Data and Software
  

• Go here for Optimization of Eigenvalues of Nonsymmetric Matrices and Roots of Polynomials
  
• Go here for Nonsmooth Analysis