Steklov regularization and trajectory methods for univariate global optimization

DOI10.1007/S10898-019-00837-3MaRDI QIDQ2301181zbMATH OpenOpenAlexWikidataFDO

Authors Orhan Arıkan, R. S. Burachik, C. Y. Kaya

Publication date 28 February 2020

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.04530

zbMATH Keywords

global optimizationmean filterscale-shift invarianceSteklov regularizationSteklov smoothingtrajectory methods

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Abstract: We introduce a new regularization technique, using what we refer to as the Steklov regularization function, and apply this technique to devise an algorithm that computes a global minimizer of univariate coercive functions. First, we show that the Steklov regularization convexifies a given univariate coercive function. Then, by using the regularization parameter as the independent variable, a trajectory is constructed on the surface generated by the Steklov function. For monic quartic polynomials, we prove that this trajectory does generate a global minimizer. In the process, we derive some properties of quartic polynomials. Comparisons are made with a previous approach which uses a quadratic regularization function. We carry out numerical experiments to illustrate the working of the new method on polynomials of various degree as well as a non-polynomial function.

Review text

The authors propose a trajectory-based algorithm, using the Steklov regularization function for finding a global minimizer of univariate coercive functions. For monic quartic polynomials, they prove that this trajectory generates a global minimizer. In the process, some properties of quartic polynomials are derived. Comparisons are made with a previous approach which uses a quadratic regularization function. The authors carry out numerical experiments to illustrate the working of the new method on polynomials of various degree as well as a non-polynomial function.

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Cited in

(3)

• Steklov convexification and a trajectory method for global optimization of multivariate quartic polynomials
• Second-order methods for quartically-regularised cubic polynomials, with applications to high-order tensor methods
• Cubic-quartic regularization models for solving polynomial subproblems in third-order tensor methods

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