Discrete gradient method: Derivative-free method for nonsmooth optimization
The paper of A. M. Bagirov, B. Karasözen and M. Sezer is a valuable contribution to the numerical-algorithmical part of unconstrained continuous optimization, in fact, to its nonsmooth version, and the corresponding theory is provided, too. It stands in the tradition of nonsmooth analysis and optimization, but it benefits from some insight and experience related with important classes of modern applications. These are hosted in the fields of data mining, especially, in clustering theory. In fact, there, the classical rules of nonsmooth calculus are not all fully applicable, especially, due the lack of the so-called regularity condition, such that some classical or regularity based nonsmooth results and algorithms can fail. For this reason, A. M. Bagirov with his colleagues had proposed and developed the concept and use of discrete gradients as an alternative in nonsmooth optimization. In fact, here, the corresponding subgradients are approximated by discrete gradients; their use lets the authors' approach be one of derivative free optimization. The authors demonstrate that this approximation can be made for a broad class of functions, and that their discrete gradient method (DGM) can be applied to find descent directions. They provide numerical experiments and compare their results with the nonsmooth optimization solver DNLP (from CONTOPT-GAMS) and the derivative-free optimization solver CONDOR. The paper is well organized by firstly introducing into classes of functions such as locally Lipschitzian, semismooth and quasidifferentiable, by discussing the clustering problem and nonregularity, presenting the approximation of subgradients and computing subdifferenials via discrete gradients, computing descent directions, presenting DGM and, then, giving the numerical experience for (mostly) nonconvex problems, before concluding that, in fact, DGM delivers, very good results within that comparison. Taking into account how important these data mining applications are, but also that nonsmooth optimization is more and more important in other fields such as finance and engineering, and that the unconstrained case could become treated, too, this conclusion is promising indeed.
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- Diagonal discrete gradient bundle method for derivative free nonsmooth optimization
- Improved convergence result for the discrete gradient and secant methods for nonsmooth optimization
- An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization
- A bundle type approach to the unconstrained minimization of convex nonsmooth functions
- A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
- A new nonsmooth optimization algorithm for minimum sum-of-squares clustering problems
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- Algorithms for finite and semi-infinite Min-Max-Min problems using adaptive smoothing techniques
- An Algorithm for Constrained Optimization with Semismooth Functions
- Analysis of Generalized Pattern Searches
- Continuous subdifferential approximations and their applications
- Finding the nearest point in A polytope
- Generalized Bundle Methods
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- On the Convergence of Pattern Search Algorithms
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- Semismooth and Semiconvex Functions in Constrained Optimization
- Solving semidefinite quadratic problems within nonsmooth optimization algorithms
- Unsupervised and supervised data classification via nonsmooth and global optimization (with comments and rejoinder)
- Nonsmooth multiobjective problems and generalized vector variational inequalities using quasi-efficiency
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- A convergence analysis of the method of codifferential descent
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- Conjugate gradient type methods for the nondifferentiable convex minimization
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- Aggregate subgradient method for nonsmooth DC optimization
- A geometric integration approach to nonsmooth, nonconvex optimisation
- An incremental nonsmooth optimization algorithm for clustering using \(L_1\) and \(L_\infty\) norms
- An algorithm for the estimation of a regression function by continuous piecewise linear functions
- A difference of convex optimization algorithm for piecewise linear regression
- Two structure-preserving time discretizations for gradient flows
- An incremental clustering algorithm based on hyperbolic smoothing
- Nonsmooth optimization algorithm for solving clusterwise linear regression problems
- Aggregate codifferential method for nonsmooth DC optimization
- Algorithmic construction of the subdifferential from directional derivatives
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- A simple version of bundle method with linear programming
- Numerical infinitesimals in a variable metric method for convex nonsmooth optimization
- Solving dual problems using a coevolutionary optimization algorithm
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- A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations
- Diagonal discrete gradient bundle method for derivative free nonsmooth optimization
- Subgradient and bundle methods for nonsmooth optimization
- Hyperbolic smoothing function method for minimax problems
- Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization
- Comparing different nonsmooth minimization methods and software
- Separation of convex sets by Clarke subdifferential
- Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
- Subgradient method for nonconvex nonsmooth optimization
- A derivative-free approximate gradient sampling algorithm for finite minimax problems
- Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
- A direct search quasi-Newton method for nonsmooth unconstrained optimization
- A sharp augmented Lagrangian-based method in constrained non-convex optimization
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- A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
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- A multidimensional descent method for global optimization
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- Derivative-free optimization methods
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- A splitting bundle approach for non-smooth non-convex minimization
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- Full-low evaluation methods for derivative-free optimization
- Essentials of numerical nonsmooth optimization
- A proximal bundle method for nonsmooth nonconvex functions with inexact information
- Essentials of numerical nonsmooth optimization
- A new algorithm for the minimax location problem with the closest distance
- A novel optimization approach towards improving separability of clusters
- A clustering heuristic to improve a derivative-free algorithm for nonsmooth optimization
- Stabilization of linearly implicit schemes for dissipative systems with quartic potentials
- A geometric integration approach to smooth optimization: foundations of the discrete gradient method
- Derivative-free optimization on Riemannian manifolds using simplex gradient approximations
- Bundle trust region algorithm based on linear subproblem
- Testing different nonsmooth formulations of the Lennard-Jones potential in atomic clustering problems
- Gradient sampling algorithm for subsmooth functions
- An adaptive nonmonotone line search technique for nonsmooth optimization
- A discussion on variational analysis in derivative-free optimization
- Improved convergence result for the discrete gradient and secant methods for nonsmooth optimization
- An incremental piecewise linear classifier based on polyhedral conic separation
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