On the Finite Number of Directional Stationary Values of Piecewise Programs
Optimization and Control
2018-03-02 v1
Abstract
Extending a fundamental result for (indefinite) quadratic programs, this paper shows that certain non-convex piecewise programs have only a finite number of directional stationary values, and thus, possess only finitely many locally minimum values. We present various special cases of our main results, in particular, an application to a least-squares piecewise affine regression problem for which every directional stationary point is locally minimizing.
Keywords
Cite
@article{arxiv.1803.00190,
title = {On the Finite Number of Directional Stationary Values of Piecewise Programs},
author = {Ying Cui and Jong-Shi Pang},
journal= {arXiv preprint arXiv:1803.00190},
year = {2018}
}