Michael Over­ton

In many appli­ca­tions one wishes to min­i­mize an objec­tive func­tion that is not con­vex and is not dif­fer­en­tiable at its min­i­miz­ers. We dis­cuss two algo­rithms for min­i­miza­tion of non­smooth, non­con­vex func­tions. Gra­di­ent Sam­pling...