Prof. Andrea Walther, Institut für Mathematik, Universität Paderborn

Title:
On the optimization of piecewise smooth functions

Abstract:

This talk presents the abs-normal form for piecewise linear functions, which can be used for the optimization of piecewise linear function. Such an optimization serves as inner loop for the solution of general piecewise smooth optimization problems using successive piecewise linearization (SPL). For the convex as well as the non-convex case the latest results with respect to the convergence analysis of this new SPL approach will be presented. Furthermore, first numerical results will be shown.