TY - JOUR
T1 - On Nesterov's nonsmooth ChebyshevRosenbrock functions
AU - Grbzbalaban, Mert
AU - Overton, Michael L.
N1 - Funding Information:
We thank Krzysztof Kiwiel, Adrian Lewis and Yuri Nesterov for various helpful comments and for their interest in this work. The work of both authors was supported in part by the National Science Foundation under Grant DMS-1016325 .
PY - 2012/2
Y1 - 2012/2
N2 - 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.
AB - 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.
KW - Nonsmooth optimization
KW - Optimization algorithms
KW - Variational analysis
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U2 - 10.1016/j.na.2011.07.062
DO - 10.1016/j.na.2011.07.062
M3 - Article
AN - SCOPUS:82155173479
SN - 0362-546X
VL - 75
SP - 1282
EP - 1289
JO - Nonlinear Analysis, Theory, Methods and Applications
JF - Nonlinear Analysis, Theory, Methods and Applications
IS - 3
ER -