caa a22 4500 475750691 CHVBK 20180406123522.0 cr unu---uuuuu 170329e20000201xx s 000 0 eng 10.1023/A:1008739111712 doi (NATIONALLICENCE)springer-10.1023/A:1008739111712 An Implementation of Shor's r-Algorithm [Elektronische Daten] [Franz Kappel, Alexei Kuntsevich] Here we introduce a new implementation of well-known Shor's r-algorithm with space dilations along the difference of two successive (sub)gradients for minimization of a nonlinear (non-smooth) function (N.Z. Shor, Minimization methods for Non-Differentiable Functions, Springer-Verlag: Berlin, 1985. Springer Series in Computational Mathematics, vol. 3). The modifications made to Shor's algorithm are heuristic. They mostly concern the termination criteria and the line search strategy. A large number of test runs indicate that this implementation is very robust, efficient and accurate. We hope that this implementation of Shor's r-algorithm will prove to be useful for solving a wide class of non-smooth optimization problems. Kluwer Academic Publishers, 2000 nonsmooth nationallicence nondifferential optimization nationallicence nonlinear programming nationallicence Kappel Franz Institute for Mathematics, University of Graz, Heirichstr., 36, A-8010, Graz, Austria aut Kuntsevich Alexei Institute for Mathematics, University of Graz, Heirichstr., 36, A-8010, Graz, Austria aut Computational Optimization and Applications Kluwer Academic Publishers 15/2(2000-02-01), 193-205 0926-6003 15:2<193 2000 15 10589 https://doi.org/10.1023/A:1008739111712 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1008739111712 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kappel Franz Institute for Mathematics, University of Graz, Heirichstr., 36, A-8010, Graz, Austria aut NATIONALLICENCE 700 1- Kuntsevich Alexei Institute for Mathematics, University of Graz, Heirichstr., 36, A-8010, Graz, Austria aut NATIONALLICENCE 773 0- Computational Optimization and Applications Kluwer Academic Publishers 15/2(2000-02-01), 193-205 0926-6003 15:2<193 2000 15 10589 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer