[图书][B] Variational analysis and applications
BS Mordukhovich - 2018 - Springer
Boris S. Mordukhovich Page 1 Springer Monographs in Mathematics Boris S. Mordukhovich
Variational Analysis and Applications Page 2 Springer Monographs in Mathematics Editors-in-Chief …
Variational Analysis and Applications Page 2 Springer Monographs in Mathematics Editors-in-Chief …
A mathematical model for automatic differentiation in machine learning
Automatic differentiation, as implemented today, does not have a simple mathematical
model adapted to the needs of modern machine learning. In this work we articulate the …
model adapted to the needs of modern machine learning. In this work we articulate the …
Relaxing kink qualifications and proving convergence rates in piecewise smooth optimization
A Griewank, A Walther - SIAM Journal on Optimization, 2019 - SIAM
In the paper [Optim. Methods Softw., 31 (2016), pp. 904--930] we derived first order (KKT)
and second order (second order sufficiency condition (SOSC)) optimality conditions for …
and second order (second order sufficiency condition (SOSC)) optimality conditions for …
An algorithm for nonsmooth optimization by successive piecewise linearization
S Fiege, A Walther, A Griewank - Mathematical Programming, 2019 - Springer
We present an optimization method for Lipschitz continuous, piecewise smooth (PS)
objective functions based on successive piecewise linearization. Since, in many realistic …
objective functions based on successive piecewise linearization. Since, in many realistic …
Manifold sampling for optimizing nonsmooth nonconvex compositions
We propose a manifold sampling algorithm for minimizing a nonsmooth composition f=h∘F,
where we assume h is nonsmooth and may be inexpensively computed in closed form and F …
where we assume h is nonsmooth and may be inexpensively computed in closed form and F …
MPCC strategies for nonsmooth nonlinear programs
K Wang, LT Biegler - Optimization and Engineering, 2023 - Springer
This paper develops solution strategies for large-scale nonsmooth optimization problems.
We transform nonsmooth programs into equivalent mathematical programs with …
We transform nonsmooth programs into equivalent mathematical programs with …
Finite convergence of an active signature method to local minima of piecewise linear functions
A Griewank, A Walther - Optimization Methods and Software, 2019 - Taylor & Francis
We previously derived first-order (KKT) and second-order (SOSC) optimality conditions for
functions defined by evaluation programs involving smooth elementals and absolute values …
functions defined by evaluation programs involving smooth elementals and absolute values …
Solving Constrained Piecewise Linear Optimization Problems by Exploiting the Abs-linear Approach
T Kreimeier - 2023 - edoc.hu-berlin.de
This thesis presents an algorithm for solving finite-dimensional optimization problems with a
piecewise linear objective function and piecewise linear constraints. For this purpose, it is …
piecewise linear objective function and piecewise linear constraints. For this purpose, it is …
A note on the computational complexity of chain rule differentiation
U Naumann - Optimization Methods and Software, 2023 - Taylor & Francis
Full article: A note on the computational complexity of chain rule differentiation Skip to Main
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Algorithmic differentiation for piecewise smooth functions: a case study for robust optimization
S Fiege, A Walther, K Kulshreshtha… - … Methods and Software, 2018 - Taylor & Francis
This paper presents a minimization method for Lipschitz continuous, piecewise smooth
objective functions based on algorithmic differentiation (AD). We assume that all …
objective functions based on algorithmic differentiation (AD). We assume that all …