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Discrete Gradient Method: Derivative-Free Method for Nonsmooth Optimization

Author

Listed:
  • A. M. Bagirov

    (University of Ballarat)

  • B. Karasözen

    (Middle East Technical University)

  • M. Sezer

    (Middle East Technical University)

Abstract

A new derivative-free method is developed for solving unconstrained nonsmooth optimization problems. This method is based on the notion of a discrete gradient. It is demonstrated that the discrete gradients can be used to approximate subgradients of a broad class of nonsmooth functions. It is also shown that the discrete gradients can be applied to find descent directions of nonsmooth functions. The preliminary results of numerical experiments with unconstrained nonsmooth optimization problems as well as the comparison of the proposed method with the nonsmooth optimization solver DNLP from CONOPT-GAMS and the derivative-free optimization solver CONDOR are presented.

Suggested Citation

  • A. M. Bagirov & B. Karasözen & M. Sezer, 2008. "Discrete Gradient Method: Derivative-Free Method for Nonsmooth Optimization," Journal of Optimization Theory and Applications, Springer, vol. 137(2), pages 317-334, May.
    • Handle: RePEc:spr:joptap:v:137:y:2008:i:2:d:10.1007_s10957-007-9335-5
    DOI: 10.1007/s10957-007-9335-5
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    References listed on IDEAS

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    1. E. Polak & J. O. Royset, 2003. "Algorithms for Finite and Semi-Infinite Min–Max–Min Problems Using Adaptive Smoothing Techniques," Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 421-457, December.
    2. Bagirov, Adil M. & Yearwood, John, 2006. "A new nonsmooth optimization algorithm for minimum sum-of-squares clustering problems," European Journal of Operational Research, Elsevier, vol. 170(2), pages 578-596, April.
    3. Robert Mifflin, 1977. "An Algorithm for Constrained Optimization with Semismooth Functions," Mathematics of Operations Research, INFORMS, vol. 2(2), pages 191-207, May.
    4. A. Bagirov & A. Rubinov & N. Soukhoroukova & J. Yearwood, 2003. "Unsupervised and supervised data classification via nonsmooth and global optimization," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(1), pages 1-75, June.
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    Cited by:

    1. Shuai Liu, 2019. "A simple version of bundle method with linear programming," Computational Optimization and Applications, Springer, vol. 72(2), pages 391-412, March.
    2. Adil Bagirov & Julien Ugon & Dean Webb & Gurkan Ozturk & Refail Kasimbeyli, 2013. "A novel piecewise linear classifier based on polyhedral conic and max–min separabilities," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 3-24, April.
    3. M. Golestani & H. Sadeghi & Y. Tavan, 2018. "Nonsmooth Multiobjective Problems and Generalized Vector Variational Inequalities Using Quasi-Efficiency," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 896-916, December.
    4. Adil M. Bagirov & Julien Ugon & Hijran G. Mirzayeva, 2015. "Nonsmooth Optimization Algorithm for Solving Clusterwise Linear Regression Problems," Journal of Optimization Theory and Applications, Springer, vol. 164(3), pages 755-780, March.
    5. A. M. Bagirov & L. Jin & N. Karmitsa & A. Al Nuaimat & N. Sultanova, 2013. "Subgradient Method for Nonconvex Nonsmooth Optimization," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 416-435, May.
    6. Kalyanmoy Deb & Shivam Gupta & Joydeep Dutta & Bhoomija Ranjan, 2013. "Solving dual problems using a coevolutionary optimization algorithm," Journal of Global Optimization, Springer, vol. 57(3), pages 891-933, November.
    7. Gonglin Yuan & Zehong Meng & Yong Li, 2016. "A Modified Hestenes and Stiefel Conjugate Gradient Algorithm for Large-Scale Nonsmooth Minimizations and Nonlinear Equations," Journal of Optimization Theory and Applications, Springer, vol. 168(1), pages 129-152, January.
    8. Manlio Gaudioso & Giovanni Giallombardo & Giovanna Miglionico, 2022. "Essentials of numerical nonsmooth optimization," Annals of Operations Research, Springer, vol. 314(1), pages 213-253, July.
    9. Adil Bagirov & Asef Ganjehlou, 2008. "An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 67(2), pages 187-206, April.
    10. A. Bagirov & B. Ordin & G. Ozturk & A. Xavier, 2015. "An incremental clustering algorithm based on hyperbolic smoothing," Computational Optimization and Applications, Springer, vol. 61(1), pages 219-241, May.
    11. Chad Davis & Warren Hare, 2013. "Exploiting Known Structures to Approximate Normal Cones," Mathematics of Operations Research, INFORMS, vol. 38(4), pages 665-681, November.
    12. Gaudioso, Manlio & Giallombardo, Giovanni & Mukhametzhanov, Marat, 2018. "Numerical infinitesimals in a variable metric method for convex nonsmooth optimization," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 312-320.
    13. Napsu Karmitsa, 2016. "Testing Different Nonsmooth Formulations of the Lennard–Jones Potential in Atomic Clustering Problems," Journal of Optimization Theory and Applications, Springer, vol. 171(1), pages 316-335, October.
    14. M. V. Dolgopolik, 2018. "A convergence analysis of the method of codifferential descent," Computational Optimization and Applications, Springer, vol. 71(3), pages 879-913, December.
    15. K. C. Kiwiel, 2010. "Improved Convergence Result for the Discrete Gradient and Secant Methods for Nonsmooth Optimization," Journal of Optimization Theory and Applications, Springer, vol. 144(1), pages 69-75, January.
    16. Nezam Mahdavi-Amiri & Rohollah Yousefpour, 2012. "An Effective Nonsmooth Optimization Algorithm for Locally Lipschitz Functions," Journal of Optimization Theory and Applications, Springer, vol. 155(1), pages 180-195, October.
    17. A. Bagirov & J. Ugon, 2011. "Codifferential method for minimizing nonsmooth DC functions," Journal of Global Optimization, Springer, vol. 50(1), pages 3-22, May.
    18. Manlio Gaudioso & Giovanni Giallombardo & Giovanna Miglionico, 2020. "Essentials of numerical nonsmooth optimization," 4OR, Springer, vol. 18(1), pages 1-47, March.

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