Virtuous smoothing for global optimization

DOI10.1007/S10898-017-0533-XMaRDI QIDQ1683327zbMATH OpenOpenAlexFDO

Authors Jon Lee, Daphne Skipper

Publication date 7 December 2017

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

Full work available at URL https://arxiv.org/abs/1605.05221

zbMATH Keywords

smoothingglobal optimizationrootsnon-smoothnon-differentiablepiece-wise functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Abstract: In the context of global optimization and mixed-integer non-linear programming, generalizing a technique of D'Ambrosio, Fampa, Lee and Vigerske for handling the square-root function, we develop a virtuous smoothing method, using cubics, aimed at functions having some limited non-smoothness. Our results pertain to root functions ($w^p$ with $0<p<1$) and their increasing concave relatives. We provide (i) a sufficient condition (which applies to functions more general than root functions) for our smoothing to be increasing and concave, (ii) a proof that when $p=1/q$ for integers $qgeq2$, our smoothing lower bounds the root function, (iii) substantial progress (i.e., a proof for integers $2leqqleq10,000$) on the conjecture that our smoothing is a sharper bound on the root function than the natural and simpler "shifted root function", and (iv) for all root functions, a quantification of the superiority (in an average sense) of our smoothing versus the shifted root function near 0.

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Cited in

(6)

• Insight into the computation of Steiner minimal trees in Euclidean space of general dimension
• On a new smoothing technique for non-smooth, non-convex optimization
• More Virtuous Smoothing
• Gaining or losing perspective
• Local optima smoothing for global optimization
• On a nonconvex MINLP formulation of the Euclidean Steiner tree problem in \(n\)-space: missing proofs

Describes a project that uses

Uses Software

• ANTIGONE
• Bonmin
• Couenne
• SCIP
• BARON

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