Nonsmooth Algorithms

• A. Asl and M.L. Overton,
  Behavior of Limited Memory BFGS when Applied to Nonsmooth Functions and their Nesterov Smoothings
  In: Numerical Analysis and Optimization, edited by M. Al-Baali, A. Purnama and L. Grandinetti, Springer (2021), pp. 25-56
  arXiv preprint
  Copy of arXiv preprint
  

• J.V. Burke, F.E. Curtis, A.S. Lewis, M.L. Overton,
  Research Highlight: The Gradient Sampling Methodology
  INFORMS Computing Society Newsletter, Spring 2019.
  Published Article
  Copy of Published Article
  

• A. Asl and M.L. Overton,
  Analysis of Limited-Memory BFGS on a Class of Nonsmooth Convex Functions
  IMA J. Numer. Anal. 41 (2021), pp. 1-27
  Published Article
  Copy of Published Article
  

• A. Asl and M.L. Overton,
  Analysis of the Gradient Method with an Armijo-Wolfe Line Search on a Class of Nonsmooth Convex Functions
  Optimization Methods and Software 35 (2019),pp. 223-242
  Published Article
  Copy of Published Article
  arXiv preprint
  

• J.V. Burke, F.E. Curtis, A.S. Lewis, M.L. Overton and L.E.A. Simões,
  Gradient Sampling Methods for Nonsmooth Optimization
  In: Numerical Nonsmooth Optimization, edited by A. Bagirov, M. Gaudioso, N. Karmitsa, M. Mäkelä and S. Taheri, Springer (2020), pp. 201-225.
  Book
  Copy of Book Chapter
  

• F.E. Curtis, T. Mitchell and M.L. Overton,
  A BFGS-SQP Method for Nonsmooth, Nonconvex, Constrained Optimization and its Evaluation using Relative Minimization Profiles
  Optimization Methods and Software 32 (2017), pp. 148-181
  PDF
  

• A.S. Lewis and M.L. Overton,
  Nonsmooth Optimization via Quasi-Newton Methods
  Math. Programming 141 (2013), pp. 135-163
  Published Article
  Copy of Published Article
  

• 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
  Copy of Published Article
  

• 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