On Convergence of Binary Trust-Region Steepest Descent
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Publication:6507735
DOI10.46298/JNSAO-2023-10164arXiv2202.07934MaRDI QIDQ6507735FDOQ6507735
Authors: Paul Manns, Mirko Hahn, Christian Kirches, Sven Leyffer, Sebastian Sager 
Abstract: Binary trust-region steepest descent (BTR) and combinatorial integral approximation (CIA) are two recently investigated approaches for the solution of optimization problems with distributed binary-/discrete-valued variables (control functions). We show improved convergence results for BTR by imposing a compactness assumption that is similar to the convergence theory of CIA. As a corollary we conclude that BTR also constitutes a descent algorithm on the continuous relaxation and its iterates converge weakly- to stationary points of the latter. We provide computational results that validate our findings. In addition, we observe a regularizing effect of BTR, which we explore by means of a hybridization of CIA and BTR.
Nonlinear programming (90C30) Methods involving semicontinuity and convergence; relaxation (49J45) Numerical methods based on necessary conditions (49M05)
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