CARMA OANT AGR seminar, UNiSA
Speaker: A/Prof Regina Burachik (UniSA)
Title: Interior Epigraph Directions Method for Nonsmooth and Nonconvex Optimization via Generalized Augmented Lagrangian Duality
Time: 3:00 pm (AEDT), Tuesday 26 November 2013
Venue: University of South Australia
Also available on the Access Grid network (venue: UniSA).
Abstract:
We propose and study a new method, called the Interior Epigraph Directions (IED) method, for solving constrained nonsmooth and nonconvex optimization.
The IED method considers the dual problem induced by a generalized augmented Lagrangian duality scheme, and obtains the primal solution by generating a sequence of iterates in the interior of the dual epigraph.
- First, a deflected subgradient (DSG) direction is used to generate a linear approximation to the dual problem.
- Second, this linear approximation is solved using a Newton-like step. This Newton-like step is inspired by the Nonsmooth Feasible Directions Algorithm (NFDA), recently proposed by Freire and co-workers for solving unconstrained, nonsmooth convex problems.
We have modified the NFDA so that it takes advantage of the special structure of the epigraph of the dual function.
We prove that all the accumulation points of the primal sequence generated by the IED method are solutions of the original problem. We carry out numerical experiments by using test problems from the literature.
In particular, we study several instances of the Kissing Number Problem, previously solved by various approaches such as an augmented penalty method, the DSG method, as well as the popular differentiable solvers ALBOX (a predecessor of ALGENCAN), Ipopt and LANCELOT.
Our experiments show that the quality of the solutions obtained by the IED method is comparable with (and sometimes favourable over) those obtained by the other solvers mentioned.
Joint work with Wilhelm P. Freire and C. Yalcin Kaya.
Seminar Convenor: Dr C. Yalcin Kaya (yalcin.kaya@unisa.edu.au)
AGR Technical Support: Richard Rawinski (Richard.Rawinski@unisa.edu.au)
This talk will be broadcast using Access Grid Technology from The University of South Australia.
To participate in this seminar, book your University's AGR or a university/APAC etc. AGR that you are otherwise able to use.
A listing of Access Grid nodes is available at: http://www.accessgrid.org/nodes.
This seminar notice and others are available on the AMSI Website (www.amsi.org.au): Events > AGR Events
If you (and your colleagues) wish to participate, please:
- book your own AGR (or university/APAC etc. AGR that you otherwise are able to use), and ask your AGR technical people to contact Richard Rawinski Richard.Rawinski@unisa.edu.au.
- The technical details to join the event:
- From the venue client Window.
- Go to Navigation -> Add Venue
- Enter Name: UniSA
Contact:
Ms Maaike Wienk
Access Grid Coordinator
Australian Mathematical Sciences Institute
Building 161, C/- The University of Melbourne, Victoria 3010 Australia
P: 03 8344 1776 | F: 03 9349 4106
E: agr@amsi.org.au | W: http://www.amsi.org.au