On Lipschitz optimization based on gray-box piecewise linearization

DOI10.1007/s10107-015-0934-xzbMath1350.49038DBLPjournals/mp/GriewankWFB16OpenAlexW1179775547WikidataQ57389574 ScholiaQ57389574MaRDI QIDQ304252

Sabrina Fiege, Torsten Bosse, Andreas Griewank, Andrea Walther

Publication date: 25 August 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-015-0934-x

zbMATH Keywords

nonsmooth optimizationbundle methodsABS-normal formalgorithmic differentiationpiecewise linearity

Mathematics Subject Classification ID

Related Items (13)

Relaxing Kink Qualifications and Proving Convergence Rates in Piecewise Smooth Optimization ⋮ Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions ⋮ Computationally relevant generalized derivatives: theory, evaluation and applications ⋮ Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions ⋮ Finite convergence of an active signature method to local minima of piecewise linear functions ⋮ Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning ⋮ Derivative-free optimization methods ⋮ First- and second-order optimality conditions for piecewise smooth objective functions ⋮ Characterizing and Testing Subdifferential Regularity in Piecewise Smooth Optimization ⋮ An algorithm for nonsmooth optimization by successive piecewise linearization ⋮ On the abs-polynomial expansion of piecewise smooth functions ⋮ Manifold Sampling for $\ell_1$ Nonconvex Optimization ⋮ The Structure of Conservative Gradient Fields

Uses Software

• ADOL-C
• PLCP
• SQPlab

Cites Work

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