Algorithmic differentiation for piecewise smooth functions: a case study for robust optimization

DOI10.1080/10556788.2017.1333613MaRDI QIDQ4685597zbMATH OpenOpenAlexFDO

Authors Sabrina Fiege, Andrea Walther, Kshitij Kulshreshtha, Andreas Griewank

Publication date 9 October 2018

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2017.1333613

zbMATH Keywords

algorithmic differentiationnonsmooth optimizationpiecewise linearizationrobust optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Minimax problems in mathematical programming (90C47)

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Cites work

• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• Evaluating Derivatives
• First- and second-order optimality conditions for piecewise smooth objective functions
• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• scientific article; zbMATH DE number 53965 (Why is no real title available?)
• Introduction to Piecewise Differentiable Equations
• Limited memory bundle method for large bound constrained nonsmooth optimization: convergence analysis
• Nonsmooth optimization via quasi-Newton methods
• On stable piecewise linearization and generalized algorithmic differentiation
• Solving piecewise linear systems in ABS-normal form

Cited in

(12)

• Derivative-free robust optimization by outer approximations
• An algorithm for nonsmooth optimization by successive piecewise linearization
• On stable piecewise linearization and generalized algorithmic differentiation
• On Lipschitz optimization based on gray-box piecewise linearization
• LiPsMin
• Relaxing Kink Qualifications and Proving Convergence Rates in Piecewise Smooth Optimization
• Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions
• On the abs-polynomial expansion of piecewise smooth functions
• Algorithms based on ABS-linearization for non-smooth optimization with PDE constraints
• A survey of nonlinear robust optimization
• Learning sparsity-promoting regularizers using bilevel optimization
• Structured nonsmooth optimization using functional encoding and branching information

Describes a project that uses

Uses Software

• ADOL-C
• PBNCGC
• MPBNGC
• GradSamp
• HANSO

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