Slope intervals, generalized gradients, semigradients, slant derivatives, and csets

DOI10.1023/B:REOM.0000032107.85627.45MaRDI QIDQ1826439zbMATH OpenOpenAlexFDO

Authors Humberto Muñoz, Ralph Baker Kearfott

Publication date 6 August 2004

Published in Reliable Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:reom.0000032107.85627.45

zbMATH Keywords

automatic differentiationcsetsdescent algorithmsgeneralized gradientsinterval analysisnon-smooth optimization problemssemigradientsslant derivativesslope intervals

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Discrete approximations in optimal control (49M25) General methods in interval analysis (65G40) Numerical optimization and variational techniques (65K10)

Review text

In classical optimization problems for smooth functions, automatic differentiation techniques are often used to provide gradients for descent algorithms. These can be combined with interval arithmetic ideas to obtain enclosures for gradients. For nonsmooth optimization problems, gradients are often replaced by slopes, semigradients, generalized gradients and slant derivatives. However it is not clear in general how to adapt the techniques of automatic differentiation and interval analysis to compute these quantities (with the exception of interval slopes, for which a calculus is available and automatic differentiation ideas can be used). This paper examines the relationship between these different approaches to non-smooth optimization, in particular when one-sided derivatives exist. Theorems can be proved and valid enclosures calculated for these cases.

Recommendations

• An introduction to the theory of nonsmooth optimization
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Cited in

(5)

• On stable piecewise linearization and generalized algorithmic differentiation
• On smooth reformulations and direct non-smooth computations for minimax problems
• A verified method for solving piecewise smooth initial value problems
• Algorithmic differentiation and hull-consistency enforcing using C++ template meta-programming
• A second-order pruning step for verified global optimization

Describes a project that uses

Uses Software

• INTOPT_90

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