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ALOP-Colloquium with Prof. Andrea Walther

January 22 / 16:00 - 18:00





On Monday, January 22, 2018, at 16:00 Prof. Andrea Walther of Paderborn University will join the ALOP-Colloquium and present her recent work entitled:

Recent progress in the optimization of piecewise smooth functions

In a previous paper, we derived first and second order convexity conditions for a large class  of piecewise smooth functions.

In that analysis based on piecewise linearization, a key assumption was the Linear Independence Kink Qualification (LIKQ), a generalization of the Linear Independence Constraint Qualification (LICQ) known from smooth nonlinear optimization. In this talk, we discuss recent results for the optimization of this class of functions.

This includes that even without any kink qualifications, local optimality of the nonlinear objective always requires local optimality of its piecewise linearization, and strict minimality of the latter is in fact equivalent to strong local minimality of the former.  Moreover, we analyse convergence rates for an optimization algorithm based on successive piecewise linearization. Numerical results illustrate the theoretical findings.

 

This is joint work with Andreas Griewank, Yachay Tech, Ecuador

 

The presentation will take place in HS9.

Please join us for coffee at 15:45 in E10.

Details

Date:
January 22
Time:
16:00 - 18:00
Event Category:

Organizer

Research Training Group ALOP at Trier University
Phone:
0651-2013461
Email:
alop@uni-trier.de

Venue

Trier University E Building
Universitätsring 15
Trier, 54296 Germany
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