Tom Streubel – Optimization Online

On the abs-polynomial expansion of piecewise smooth functions

Published: 2020/07/22

Nonlinear Systems and Least-Squares, Nonsmooth Optimization

Tom Streubel has observed that for functions in abs-normal form, generalized Taylor expansions of arbitrary order $\bd \!- \!1$ can be generated by algorithmic piecewise differentiation. Abs-normal form means that the real or vector valued function is defined by an evaluation procedure that involves the absolute value function $|\cdot|$ apart from arithmetic operations and $\bd$ … Read more

Solving piecewise linear equations in abs-normal form

Published: 2013/12/30

Nonsmooth Optimization coherent orientation, generalized jacobian, linear complementarity problems, semismooth newton, sign real spectral radius, switching depth, unfolded system

With the ultimate goal of iteratively solving piecewise smooth (PS) systems, we consider the solution of piecewise linear (PL) equations. PL models can be derived in the fashion of automatic or algorithmic differentiation as local approximations of PS functions with a second order error in the distance to a given reference point. The resulting PL … Read more