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3461. Radial Epiderivative based Method in nonconvex Lipschitz Optimization

Invited abstract in session WB-41: Structured nonconvex optimization , stream Nonsmooth Optimization.

Wednesday, 10:30-12:00
Room: 97 (building: 306)

Authors (first author is the speaker)

1. Gulcin Dinc Yalcin
Industrial Engineering, Eskisehir Technical University
2. Refail Kasimbeyli
Industrial Engineering, Eskisehir Technical University
3. Erdener Özçetin
Industrial Engineering, Hitit University
4. Gazi Bilal YILDIZ

Abstract

This study aims to develop a method based on the radial epiderivative, a notion defined for non-convex functions. The method begins with an initial solution. Then, at each iteration, a direction is chosen and evaluated by using the value of the radial epiderivative at the current point. If the direction is decent, a new point is generated in that direction. If not, a new direction is determined, and the process is repeated. Determining directions is a crucial aspect to consider. The study utilizes particle swarm optimization (PSO) and cyclic coordinate (CC) to determine directions at each iteration. Two algorithms, radial epiderivative-based PSO (RPSO) and radial epiderivative-based CC (RCC), are then analyzed. The algorithms' performance is demonstrated on test problems from the literature, and the results are promising.

Keywords

Status: accepted

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