Abstract. We consider a direct search approach for solving nonsmooth minimization problems where the objective function is locally Lipschitz continuous and piecewise continuously differentiable on a finite family of polyhedra. A generating set search method is proposed, which is named structured because the structure of the set of nondifferentiability near the current iterate is exploited to define the search directions at each iteration. Some numerical results are presented to validate the approach.

Generating set search methods for piecewise smooth problems / Bogani, C.; Gasparo, MARIA GRAZIA; Papini, Alessandra. - In: SIAM JOURNAL ON OPTIMIZATION. - ISSN 1052-6234. - STAMPA. - 20:(2009), pp. 321-335. [10.1137/070708032]

Generating set search methods for piecewise smooth problems

GASPARO, MARIA GRAZIA;PAPINI, ALESSANDRA
2009

Abstract

Abstract. We consider a direct search approach for solving nonsmooth minimization problems where the objective function is locally Lipschitz continuous and piecewise continuously differentiable on a finite family of polyhedra. A generating set search method is proposed, which is named structured because the structure of the set of nondifferentiability near the current iterate is exploited to define the search directions at each iteration. Some numerical results are presented to validate the approach.
2009
20
321
335
Bogani, C.; Gasparo, MARIA GRAZIA; Papini, Alessandra
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/255292
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