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Virtuous smoothing for global optimization

Jon Lee (jonxlee***at***umich.edu)
Daphne Skipper (skipper***at***usna.edu)

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

Keywords: global optimization, non-differentiable, non-smooth, smoothing, roots

Category 1: Global Optimization

Category 2: Nonlinear Optimization

Category 3: Convex and Nonsmooth Optimization

Citation:

Download: [PDF]

Entry Submitted: 05/17/2016
Entry Accepted: 05/17/2016
Entry Last Modified: 01/15/2017

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