HANSO: Hybrid Algorithm for Non-Smooth Optimization

A MATLAB package based on the BFGS and gradient sampling methods. For general unconstrained minimization: convex or nonconvex, smooth or nonsmooth, including BFGS, limited memory BFGS and gradient sampling methods, based on weak Wolfe line search.

HANSO is based upon work supported by the National Science Foundation (NSF) under grant DMS-0714321. Any opinions, findings and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of NSF.