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Piecewise Partially Separable Functions and a Derivative-free Algorithm for Large Scale Nonsmooth Optimization

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Abstract

This paper introduces the notion of piecewise partially separable functions and studies their properties. We also consider some of many applications of these functions. Finally, we consider the problem of minimizing of piecewise partially separable functions and develop an algorithm for its solution. This algorithm exploits the structure of such functions. We present the results of preliminary numerical experiments.

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Authors and Affiliations

  1. Centre for Informatics and Applied Optimization, School of Information Technology and Mathematical Sciences, University of Ballarat, Victoria, 3353, Australia

    Adil M. Bagirov & Julien Ugon

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  1. Adil M. Bagirov
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  2. Julien Ugon
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Correspondence to Adil M. Bagirov.

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Bagirov, A.M., Ugon, J. Piecewise Partially Separable Functions and a Derivative-free Algorithm for Large Scale Nonsmooth Optimization. J Glob Optim 35, 163–195 (2006). https://doi.org/10.1007/s10898-005-3834-4

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  • DOI: https://doi.org/10.1007/s10898-005-3834-4

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