In the present paper we propose to rewrite a nonsmooth problem subjected to convex constraints as an unconstrained problem. We show that this novel formulation shares the same global and local minima with the original constrained problem. Moreover, the reformulation can be solved with standard nonsmooth optimization methods if we are able to make projections onto the feasible sets. Numerical evidence shows that the proposed formulation compares favorably against state-of-art approaches. Code can be found at https://github.com/jth3galv/dfppm.

A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints / Galvan, G.; Sciandrone, M.; Lucidi, S.. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - 80:1(2021), pp. 33-53. [10.1007/s10589-021-00296-1]

A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints

Sciandrone M.;Lucidi S.
2021

Abstract

In the present paper we propose to rewrite a nonsmooth problem subjected to convex constraints as an unconstrained problem. We show that this novel formulation shares the same global and local minima with the original constrained problem. Moreover, the reformulation can be solved with standard nonsmooth optimization methods if we are able to make projections onto the feasible sets. Numerical evidence shows that the proposed formulation compares favorably against state-of-art approaches. Code can be found at https://github.com/jth3galv/dfppm.
2021
Derivative-free; Nonsmooth constrained optimization
01 Pubblicazione su rivista::01a Articolo in rivista
A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints / Galvan, G.; Sciandrone, M.; Lucidi, S.. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - 80:1(2021), pp. 33-53. [10.1007/s10589-021-00296-1]
File allegati a questo prodotto
File Dimensione Formato  
Galvan_A-parameter‑free_2021.pdf

accesso aperto

Note: https://doi.org/10.1007/s10589-021-00296-1
Tipologia: Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza: Creative commons
Dimensione 3.71 MB
Formato Adobe PDF
3.71 MB Adobe PDF

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1627670
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 3
  • ???jsp.display-item.citation.isi??? 3
social impact