English

Virtuous smoothing for global optimization

Optimization and Control 2018-10-18 v2

Abstract

In the context of global optimization and mixed-integer non-linear programming, generalizing a technique of D'Ambrosio, Fampa, Lee and Vigerske for handling the square-root function, we develop a virtuous smoothing method, using cubics, aimed at functions having some limited non-smoothness. Our results pertain to root functions (wpw^p with 0<p<10<p<1) and their increasing concave relatives. We provide (i) a sufficient condition (which applies to functions more general than root functions) for our smoothing to be increasing and concave, (ii) a proof that when p=1/qp=1/q for integers q2q\geq 2, our smoothing lower bounds the root function, (iii) substantial progress (i.e., a proof for integers 2q10,0002\leq q\leq 10,000) on the conjecture that our smoothing is a sharper bound on the root function than the natural and simpler "shifted root function", and (iv) for all root functions, a quantification of the superiority (in an average sense) of our smoothing versus the shifted root function near 0.

Keywords

Cite

@article{arxiv.1605.05221,
  title  = {Virtuous smoothing for global optimization},
  author = {Jon Lee and Daphne Skipper},
  journal= {arXiv preprint arXiv:1605.05221},
  year   = {2018}
}
R2 v1 2026-06-22T14:02:53.238Z