Paul Manns ; Mirko Hahn ; Christian Kirches ; Sven Leyffer ; Sebastian Sager - On Convergence of Binary Trust-Region Steepest Descent

jnsao:10164 - Journal of Nonsmooth Analysis and Optimization, July 25, 2023, Volume 4 - https://doi.org/10.46298/jnsao-2023-10164
On Convergence of Binary Trust-Region Steepest DescentArticle

Authors: Paul Manns ; Mirko Hahn ORCID; Christian Kirches ; Sven Leyffer ; Sebastian Sager

    Binary trust-region steepest descent (BTR) and combinatorial integral approximation (CIA) are two recently investigated approaches for the solution of optimization problems with distributed binary-/discrete-valued variables (control functions). We show improved convergence results for BTR by imposing a compactness assumption that is similar to the convergence theory of CIA. As a corollary we conclude that BTR also constitutes a descent algorithm on the continuous relaxation and its iterates converge weakly-$^*$ to stationary points of the latter. We provide computational results that validate our findings. In addition, we observe a regularizing effect of BTR, which we explore by means of a hybridization of CIA and BTR.


    Volume: Volume 4
    Section: Original research articles
    Published on: July 25, 2023
    Accepted on: July 19, 2023
    Submitted on: October 18, 2022
    Keywords: Mathematics - Optimization and Control,49J45, 49M05, 90C30

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