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On a new smoothing technique for non-smooth, non-convex optimization

  • * Corresponding author: Ahmet Sahiner

    * Corresponding author: Ahmet Sahiner
This study has been supported by the Teaching Staff Training Project Units of Suleyman Demirel University (OYP-05545-DR-13)
Abstract / Introduction Full Text(HTML) Figure(3) / Table(6) Related Papers Cited by
  • In many global optimization techniques, the local search methods are used for different issues such as to obtain a new initial point and to find the local solution rapidly. Most of these local search methods base on the smoothness of the problem. In this study, we propose a new smoothing approach in order to smooth out non-smooth and non-Lipschitz functions playing a very important role in global optimization problems. We illustrate our smoothing approach on well-known test problems in the literature. The numerical results show the efficiency of our method.

    Mathematics Subject Classification: Primary: 65D10, 90C26; Secondary: 49J52, 26A27.

    Citation:

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  • Figure 1.  (a) The green and solid graph is the graph of $ q_1(t) $, the blue and dashed one is the graph of $ \tilde{q}_{1}(t,0.5) $, the red and dotted one is the graph of $ \tilde{q}_{1}(t,1) $. (b) The green and solid graph is the graph of $ q_{1/2}(t) $, the blue and dashed one is the graph of $ \tilde{q}_{1/2}(t,0.5) $, the red and dotted one is the graph of $ \tilde{q}_{1/2}(t,1) $

    Figure 2.  (a) The graph of the function $ f(x,y) $, (b) The graph of $ \tilde{f}(x,\beta) $

    Figure 3.  (a) The graph of the function $ F_{\lambda}(x) $, (b) the graph of the function $ \tilde{F}_{\lambda}(x,\beta) $

    Table 1.  The values of $ a_j $, $ b_j $ and $ p_j $ in Example 1

    $ j $ $ 1 $ $ 2 $ $ 3 $ $ 4 $ $ 5 $
    $ a_j $ $ 3 $ $ 2 $ $ 3 $ $ 3.5 $ $ 5 $
    $ b^j $ $ (4,3) $ $ (-2,-3) $ $ (-3,3) $ $ (4,-4) $ $ (0,0) $
    $ p_j $ $ 2 $ $ 2 $ $ 2 $ $ 1 $ $ \frac{2}{3} $
     | Show Table
    DownLoad: CSV

    Table 2.  Table of minimization process of the Example 1

    $ \beta $ $ k $ $ \bar{x}_k $ $ \tilde{f}(\bar{x}_k,\beta) $ $ f(\bar{x}_k) $ $ x_k^* $ $ f(x_k^*) $
    $ 10^{-4} $ $ 1 $ $ (3.9999, 2.9998) $ $ -4.4178 $ $ -4.4178 $ $ (3.9944,2.9777) $ $ -4.4193 $
    $ 2 $ $ (4.0000, -4.0000) $ $ -4.4704 $ $ -4.4708 $ $ (4.0000,-3.9808) $ $ -4.4064 $
    $ 3 $ $ (-0.0000, -0.0000) $ $ -5.7907 $ $ -5.8048 $ $ (-0.0000, 0.0000) $ $ -5.8048 $
    $ 10^{-6} $ $ 1 $ $ (3.9829,2.9846) $ $ -4.2006 $ $ -4.4188 $ $ (3.9944, 2.9777) $ $ -4.4193 $
    $ 2 $ $ (4.0000,-4.0000) $ $ -4.4673 $ $ -4.4706 $ $ (4.0000,-4.0000) $ $ -4.4706 $
    $ 3 $ $ (-0.0000, 0.0000) $ $ -5.8040 $ $ -5.8042 $ $ (0.0000,-0.0000) $ $ -5.8047 $
     | Show Table
    DownLoad: CSV

    Table 3.  The values of $ a_j $, $ b_j $ and $ p_j $ in Example 2

    $ j $ $ 1 $ $ 2 $ $ 3 $ $ 4 $ $ 5 $ $ 6 $
    $ a_j $ $ 1.8 $ $ 1.2 $ $ 4.8 $ $ 3.5 $ $ 2.8 $ $ 2.1 $
    $ b^j $ $ -7 $ $ 2 $ $ -3.5 $ $ 6 $ $ -1 $ $ 4 $
    $ p_j $ $ 2 $ $ 2 $ $ 1 $ $ 1 $ $ \frac{2}{5} $ $ \frac{1}{2} $
     | Show Table
    DownLoad: CSV

    Table 4.  Table of minimization process of the Example 2

    $ \beta $ $ k $ $ \bar{x}_k $ $ \tilde{F}_{\lambda}(\bar{x}_k,\beta) $ $ F_{\lambda}(\bar{x}_k) $ $ f(\bar{x}_k) $ $ x_k^* $ $ f(x_k^*) $
    $ 10^{-4} $ $ 1 $ $ 4.0001 $ $ -5.0017 $ $ -5.0320 $ $ -5.0320 $ $ 4.0000 $ $ -5.0504 $
    $ 2 $ $ 6.0000 $ $ -5.7891 $ $ -5.7893 $ $ -5.7893 $ $ 6.0000 $ $ -5.7893 $
    $ 3 $ $ -3.5000 $ $ -7.0153 $ $ -7.0156 $ $ -7.0156 $ $ -3.5000 $ $ -7.0156 $
    $ 10^{-6} $ $ 1 $ $ -0.9998 $ $ -5.2906 $ $ -5.3361 $ $ -5.3361 $ $ -1.0000 $ $ -5.4260 $
    $ 2 $ $ 3.9999 $ $ -2.5950 $ $ -2.5966 $ $ -2.5966 $ $ 4.0000 $ $ -2.5967 $
    $ 3 $ $ -3.5000 $ $ -7.0132 $ $ -7.0156 $ $ -7.0156 $ $ -3.5000 $ $ -7.0156 $
     | Show Table
    DownLoad: CSV

    Table 5.  The list of non-smooth test problems

    Problem No. Function Name Dimension $ n $ Region Global minimum
    2 Problem 1 in [14] $ 1 $ $ [-10,10] $ $ 1 $
    3 Problem 2 in [14] $ 1 $ $ [-10,10] $ $ 1 $
    4 Problem 3 in [14] $ 2 $ $ [-10,10] $ $ 2 $
    5, 6, 7, 8, 9, 10, 11 Problem 7 in [14] $ 2,3,4,5,10,15,20 $ $ [-10,10] $ $ 0 $
     | Show Table
    DownLoad: CSV

    Table 6.  The numerical results for the non-smooth test problems

    Problem AFA GDA
    No. $ x_0 $ $ f^* $ f.eval Time(sec) $ f^* $ f.eval Time(sec)
    $ 2 $ $ 10 $ $ 1.0000 $ $ 106 $ $ 0.0155 $ $ 1.0000 $ $ 362 $ $ 0.1552 $
    $ 3 $ $ 10 $ $ 1.0000 $ $ 219 $ $ 0.0178 $ $ 1.0000 $ $ 524 $ $ 0.3779 $
    $ 4 $ $ (10,10) $ $ 2.0000 $ $ 539 $ $ 0.2676 $ $ 2.0000 $ $ 1136 $ $ 2.4738 $
    $ 5 $ $ (5,5) $ $ 1.0000 $ $ 367 $ $ 0.2432 $ $ 0.0000 $ $ 1212 $ $ 2.9559 $
    $ 6 $ $ (5,5,5) $ $ 2.9806e-005 $ $ 471 $ $ 0.2458 $ $ 0.0000 $ $ 1678 $ $ 5.1616 $
    $ 7 $ $ (5,\dots,5) $ $ 2.9986e-005 $ $ 614 $ $ 0.2771 $ $ 0.0000 $ $ 2614 $ $ 7.5685 $
    $ 8 $ $ (5,\dots,5) $ $ 4.9992e-005 $ $ 733 $ $ 0.3065 $ $ 2e-004 $ $ 3484 $ $ 10.0016 $
    $ 9 $ $ (5,\dots,5) $ $ 9.9991e-005 $ $ 2270 $ $ 0.4037 $ $ 6e-004 $ $ 10344 $ $ 37.5289 $
    $ 10 $ $ (5,\dots,5) $ $ 1.4982e-006 $ $ 3278 $ $ 0.4986 $ $ 8e-004 $ $ 14390 $ $ 55.3796 $
    $ 11 $ $ (5,\dots,5) $ $ 1.6520e-013 $ $ 8262 $ $ 0.7262 $ $ 5e-004 $ $ 42446 $ $ 118.4403 $
     | Show Table
    DownLoad: CSV
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