Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization.
Krzysztof C. KiwielPublished in: SIAM J. Optim. (2007)
Keyphrases
- sampling algorithm
- globally convergent
- image restoration and reconstruction
- global convergence
- variational inequalities
- random sampling
- nonlinear programming
- newton method
- quasi newton
- markov random field
- objective function
- markov chain monte carlo
- convergence rate
- data streams
- mathematical programming
- sample size
- active learning
- lower bound
- reservoir sampling