smoothing function

Optimization with Least Constraint Violation

  • Yu-Hong Dai
  • Liwei Zhang
    • Categories Nonlinear Optimization Tags , , , ,

    Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A … Read more

    Smoothing and Worst Case Complexity for Direct-Search Methods in Non-Smooth Optimization

  • R. Garmanjani
  • Luis Nunes Vicente
    • Categories Nonsmooth Optimization, Unconstrained Optimization Tags , , , , ,

    For smooth objective functions it has been shown that the worst case cost of direct-search methods is of the same order as the one of steepest descent, when measured in number of iterations to achieve a certain threshold of stationarity. Motivated by the lack of such a result in the non-smooth case, we propose, analyze, … Read more