On Nesterov's nonsmooth ChebyshevRosenbrock functions

Mert Grbzbalaban, Michael L. Overton

Research output: Contribution to journalArticle

Abstract

We discuss two nonsmooth functions on Rn introduced by Nesterov. We show that the first variant is partly smooth in the sense of Lewis and that its only stationary point is the global minimizer. In contrast, we show that the second variant has 2n-1 Clarke stationary points, none of them local minimizers except the global minimizer, but also that its only Mordukhovich stationary point is the global minimizer. Nonsmooth optimization algorithms from multiple starting points generate iterates that approximate all 2n-1 Clarke stationary points, not only the global minimizer, but it remains an open question as to whether the nonminimizing Clarke stationary points are actually points of attraction for optimization algorithms.

Original languageEnglish (US)
Pages (from-to)1282-1289
Number of pages8
JournalNonlinear Analysis, Theory, Methods and Applications
Volume75
Issue number3
DOIs
StatePublished - Feb 1 2012

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Keywords

  • Nonsmooth optimization
  • Optimization algorithms
  • Variational analysis

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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