| Full text | |
| Author(s): |
Helou, Elias Salomao
;
Santos, Sandra A.
;
Simoes, Lucas E. A.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | OPTIMIZATION METHODS & SOFTWARE; v. 31, n. 5, p. 983-1007, OCT 2016. |
| Web of Science Citations: | 3 |
| Abstract | |
The present study aims to carefully discuss the importance of differentiability checks during the execution of methods based on gradient sampling. We stress the significance of this procedure not only from the theoretical perspective, but also in the practical implementation. We support our claims exhibiting illustrative examples where the absence of the differentiability check in the method prevents the achievement of the minimization problem solution. As possible alternatives, this manuscript presents two procedures that suppress the differentiability check without affecting the convergence of the method (both in theory and in practice). Lastly, by solving a difficult control problem, we show that besides the theoretical appeal our changes may also be useful to address real problems. (AU) | |
| FAPESP's process: | 13/14615-7 - On the nonmonotone line search in gradient sampling methods for nonconvex and nonsmooth optimization |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Support type: | Scholarships in Brazil - Doctorate |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | José Alberto Cuminato |
| Support type: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 13/05475-7 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support type: | Research Projects - Thematic Grants |
| FAPESP's process: | 13/16508-3 - Fast computation of the generalized Backprojection operator with applications in tomographic image reconstruction |
| Grantee: | Elias Salomão Helou Neto |
| Support type: | Regular Research Grants |