Algorithms for Non-smooth Optimization
This site contains MATLAB code and links to run a number of different algorithms for small- and large-scale non-smooth optimization. The algorithms aretest problems that are all non-smooth at their minimizers.
You can also download a M.Sc. thesis here where extensive comparisons of the five methods through numerical experiments are carried out.
If you find any errors on this site or in the thesis, please let me know. here you will find a list of the errors and typos that have already been found.