A clustering heuristic to improve a derivative-free algorithm for nonsmooth optimization

DOI10.1007/S11590-023-02042-4MaRDI QIDQ6181363zbMATH OpenOpenAlexFDO

Authors Manlio Gaudioso, Giampaolo Liuzzi, Stefano Lucidi

Publication date 22 January 2024

Published in Optimization Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2302.05278

zbMATH Keywords

CS-DFNderivative-free methodsnonsmooth optimization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Abstract: In this paper we propose an heuristic to improve the performances of the recently proposed derivative-free method for nonsmooth optimization CS-DFN. The heuristic is based on a clustering-type technique to compute a direction { which relies on an estimate of Clarke's generalized gradient} of the objective function. As such, this direction (as it is shown by the numerical experiments) is a good descent direction for the objective function. We report some numerical results and comparison with the original CS-DFN method to show the utility of the proposed improvement on a set of well-known test problems.

Recommendations

• Discrete gradient method: Derivative-free method for nonsmooth optimization
• A direct search method for smooth and nonsmooth unconstrained optimization
• Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
• A derivative-free method for linearly constrained nonsmooth optimization
• A nonderivative version of the gradient sampling algorithm for nonsmooth nonconvex optimization

Cites work

• A bundle-Newton method for nonsmooth unconstrained minimization
• A DC optimization-based clustering technique for edge detection
• A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
• Algorithm 909: NOMAD: nonlinear optimization with the MADS algorithm
• Algorithm 1027: NOMAD Version 4: Nonlinear Optimization with the MADS Algorithm
• Benchmarking Derivative-Free Optimization Algorithms
• Benchmarking optimization software with performance profiles.
• Discrete gradient method: Derivative-free method for nonsmooth optimization
• scientific article; zbMATH DE number 46303 (Why is no real title available?)
• scientific article; zbMATH DE number 53965 (Why is no real title available?)
• K-Means-Type Algorithms: A Generalized Convergence Theorem and Characterization of Local Optimality
• Least squares quantization in PCM
• Piecewise-quadratic approximations in convex numerical optimization
• Trust-region methods for the derivative-free optimization of nonsmooth black-box functions

This page was built for publication: A clustering heuristic to improve a derivative-free algorithm for nonsmooth optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6181363)