GENERATING SET SEARCH METHODS FOR PIECEWISE SMOOTH PROBLEMS

被引：7

作者：

Bogani, C.

Gasparo, M. G. ^{[1
]}

Papini, A. ^{[1
]}

机构：

[1] Univ Florence, Dipartimento Energet S Stecco, I-50134 Florence, Italy

来源：

SIAM JOURNAL ON OPTIMIZATION | 2009年 / 20卷 / 01期

关键词：

direct search; generating set search; nonsmooth optimization; Clarke's differential calculus; LINEARLY CONSTRAINED MINIMIZATION; DERIVATIVE-FREE METHODS; UNCONSTRAINED OPTIMIZATION; IMPULSE NOISE; CONVERGENCE; OUTLIERS;

D O I：

10.1137/070708032

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：321 / 335

页数：15

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