Algorithms for Non-smooth Optimization

Links

• MATLAB
• HANSO
• Introduction to nonsmooth analysis. Theory and algorithms, by L. Luksan and J. Vlcek: link
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Solvers

• BFGS
• LBFGS
• RedistProx
• LMBM
• ShorRMod

Test Problems

• F10
• T10
• Other

Downloads

• Everything (zip)
• All Test Problems (zip)
• All Subroutines (zip)
• M.Sc. Thesis (pdf)
• Index of files

Other

• References
• Links
• Errata