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Randomized search directions in descent methods for minimizing certain quasidifferentiable functions

Randomized search directions in descent methods for minimizing certain quasidifferentiable functions

Several descent methods have recently been proposed for minimizing smooth compositions of max-type functions. The methods generate many search directions at each iteration. This paper shows that a random choice of only two search directions at each iteration suffices for retaining convergence to inf-stationary points with probability 1. This technique …