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A clustering heuristic to improve a derivative-free algorithm for nonsmooth optimization (01a Articolo in rivista)

Gaudioso Manlio, Liuzzi Giampaolo, Lucidi Stefano

In this paper we propose an heuristic to improve the performances of the recently proposed derivative-free method for nonsmooth optimization CS-DFN. The heuristic is based on a clustering-type technique to compute an estimate of Clarke’s generalized gradient of the objective function, obtained via calculation of the (approximate) directional derivative along a certain set of directions. A search direction is then calculated by applying a nonsmooth Newton-type approach. As such, this direction (as it is shown by the numerical experiments) is a good descent direction for the objective function. We report some numerical results and comparison with the original CS-DFN method to show the utility of the proposed improvement on a set of well-known test problems.
Gruppo di ricerca: Continuous Optimization
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