Algorithmic differentiation for piecewise smooth functions: a case study for robust optimization
Author:
Affiliation:
1. Department of Mathematics, Paderborn University, Paderborn, Germany
2. School of Mathematical Science and Information Technology, Yachaytech, Urcuqui, Ecuador
Funder
Deutsche Forschungsgemeinschaft
Publisher
Informa UK Limited
Subject
Applied Mathematics,Control and Optimization,Software
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2017.1333613
Reference11 articles.
1. A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
2. On stable piecewise linearization and generalized algorithmic differentiation
3. Evaluating Derivatives
4. First- and second-order optimality conditions for piecewise smooth objective functions
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