Skip to main content

Solving Minimax Problems: Local Smoothing Versus Global Smoothing

  • Conference paper
  • First Online:
Numerical Analysis and Optimization (NAO 2017)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 235))

Included in the following conference series:

Abstract

The aim of this chapter is to compare different smoothing techniques for solving finite minimax problems. We consider the local smoothing technique which approximates the function in some neighborhood of a point of nondifferentiability and also global smoothing techniques such as the exponential and hyperbolic smoothing which approximate the function in the whole domain. Computational results on the collection of academic test problems are used to compare different smoothing techniques. Results show the superiority of the local smoothing technique for convex problems and global smoothing techniques for nonconvex problems.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

References

  1. Bagirov, A.M., Karmitsa, N., Mäkelä, M.M.: Introduction to Nonsmooth Optimization: Theory. Practice and Software. Springer, Cham (2014)

    Book  Google Scholar 

  2. Mäkelä, M.M., Neittaanmaki, P.: Nonsmooth Optimization. World Scientific, Singapore (1992)

    Book  Google Scholar 

  3. Demyanov, V.F., Malozemov, V.N.: Introduction to Minimax. Wiley, New York (1974)

    Google Scholar 

  4. Du, D.Z., Pardalos, P.M.: Minimax and Applications. Kluwer Academic Publishers, Dordrecht (1995)

    Book  Google Scholar 

  5. Bagirov, A.M., Ganjehlou, A.N.: A quasisecant method for minimizing nonsmooth functions. Optim. Methods Softw. 25(1), 3–18 (2010)

    Article  MathSciNet  Google Scholar 

  6. Bagirov, A.M., Karasozen, B., Sezer, M.: Discrete gradient method: derivative-free method for nonsmooth optimization. J. Optim. Theory Appl. 137, 317–334 (2008)

    Article  MathSciNet  Google Scholar 

  7. Hiriart-Urruty, J.B., Lemaréchal, C.: Convex Analysis and Minimization Algorithms II. Springer, Berlin (1993)

    Book  Google Scholar 

  8. Kiwiel, K.C.: Methods of Descent for Nondifferentiable Optimization. Lecture Notes in Mathematics. Springer, Berlin (1985)

    Book  Google Scholar 

  9. Bertsekas, D.P.: Constrained Optimization and Lagrange Multiplier Methods. Academic Press, New York (1982)

    MATH  Google Scholar 

  10. Li, X.S.: An entropy-based aggregate method for minimax optimization. Eng. Optim. 18, 277–285 (1992)

    Article  Google Scholar 

  11. Xu, S.: Smoothing method for minimax problems. Comput. Optim. Appl. 20(3), 267–279 (2001)

    Article  MathSciNet  Google Scholar 

  12. Yang, X.Q.: Smoothing approximations to nonsmooth optimization problems. J. Austral. Math. Soc. Ser. B. 36, 274–285 (1994)

    Article  MathSciNet  Google Scholar 

  13. Polak, E., Womersley, R.S., Yin, H.X.: An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems. J. Optim. Theory Appl. 138, 311–328 (2008)

    Article  MathSciNet  Google Scholar 

  14. Yin, H.-X.: Error bounds of two smoothing approximations for semi-infinite minimax problems. Acta Math. Applicatae Sinica. 25(4), 685–696 (2009)

    Article  MathSciNet  Google Scholar 

  15. Chen, X.: Smoothing methods for complementarity problems and their applications: a survey. J. Oper. Res. Soc. Jpn. 43(1), 32–47 (2000)

    Article  MathSciNet  Google Scholar 

  16. Facchinei, F., Jiang, H., Qi, L.: A smoothing method for mathematical programs with equilibrium constraints. Math. Program. 85, 107–134 (1999)

    Article  MathSciNet  Google Scholar 

  17. Fukushima, M., Luo, Z.Q., Pang, J.S.: A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints. Comput. Optim. Appl. 10, 5–34 (1998)

    Article  MathSciNet  Google Scholar 

  18. Sun, D., Qi, L.: Solving variational inequality problems via smoothing-nonsmooth reformulations. J. Comput. Appl. Math. 129, 37–62 (2001)

    Article  MathSciNet  Google Scholar 

  19. Ansari, M.R., Mahdavi-Amiri, N.: A robust combined trust region-line search exact penalty projected structured scheme for constrained nonlinear least squares. Optim. Methods Softw. 30(1), 162–190 (2015)

    Article  MathSciNet  Google Scholar 

  20. Bagirov, A.M., Taheri, S.: DC Programming algorithm for clusterwise linear \(L_1\) regression. J. Oper. Res. Soc. China 5(2), 233–256 (2017)

    Article  MathSciNet  Google Scholar 

  21. Bagirov, A.M., Mohebi, E.: An algorithm for clustering using \(L_1\)-norm based on hyperbolic smoothing technique. Comput. Intell. 32(3), 439–457 (2016)

    Article  MathSciNet  Google Scholar 

  22. Bagirov, A.M., Mohebi, E.: Nonsmooth optimization based algorithms in cluster analysis. In: Celebi, E. (ed.) Partitional Clustering Algorithms, pp. 99–146. Springer, Berlin (2015)

    Google Scholar 

  23. Feng, Z.G., Yiu, K.F.C., Teo, K.L.: A smoothing approach for the optimal parameter selection problem with continuous inequality constraint. Optim. Methods Softw. 28(4), 689–705 (2013)

    Article  MathSciNet  Google Scholar 

  24. Ye, F., Liu, H., Zhou, Sh, Liu, S.: A smoothing trust-region Newton-CG method for minimax problem. Appl. Math. Comput. 199, 581–589 (2008)

    MathSciNet  MATH  Google Scholar 

  25. Zang, I.: A smoothing-out technique for min-max optimization. Math. Program. 19, 61–77 (1980)

    Article  MathSciNet  Google Scholar 

  26. Polak, E., Royset, J.O., Womersley, R.S.: Algorithms with adaptive smoothing for finite minimax problems. J. Optim. Theory Appl. 119, 459–484 (2003)

    Article  MathSciNet  Google Scholar 

  27. Xiao, Y., Yu, B.: A truncated aggregate smoothing Newton method for minimax problems. Appl. Math. Comput. 216, 1868–1879 (2010)

    MathSciNet  MATH  Google Scholar 

  28. Bagirov, A.M., Al Nuaimat, A., Sultanova, N.: Hyperbolic smoothing function method for minimax problems. Optimization 62(6), 759–782 (2013)

    Article  MathSciNet  Google Scholar 

  29. Xavier, A.E.: The hyperbolic smoothing clustering method. Pattern Recog. 43, 731–737 (2010)

    Article  Google Scholar 

  30. Xavier, A.E., Oliveira, A.A.F.D.: Optimal covering of plane domains by circles via hyperbolic smoothing. J. Glob. Optim. 31(3), 493–504 (2005)

    Article  MathSciNet  Google Scholar 

  31. Xavier, A.E.: Penalizaćao hiperbólica. I Congresso Latino-Americano de Pesquisa Operacional e Engenharia de Sistemas. 8 a 11 de Novembro, pp. 468–482. Brasil, Rio de Janeiro (1982)

    Google Scholar 

  32. Vazquez, F.G., Gunzel, H., Jongen, HTh: On logarithmic smoothing of the maximum function. Ann. Oper. Res. 101, 209–220 (2001)

    Article  MathSciNet  Google Scholar 

  33. Nesterov, Yu.: Smooth minimization of nonsmooth functions. Math. Program. 103(1), 127–152 (2005)

    Article  MathSciNet  Google Scholar 

  34. Ermoliev, Y.M., Norkin, V.I., Wets, R.J-B.: The minimization of semicontinuous functions: Mollifier subgradients. SIAM J. Control Optim. 33, 149–167 (1995)

    Article  MathSciNet  Google Scholar 

  35. Ben-Tal, A., Teboulle, M.: A smoothing technique for nondifferentiable optimization problems. In: Dolecki, S. (ed.) Lecture Notes in Mathematics, vol. 1405, pp. 1–11. Springer, Heidelberg (1989)

    Google Scholar 

  36. Peng, J.: A smoothing function and its applications. In: Fukushima, M., Qi, L. (eds.) Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, pp. 293–316. Kluwer, Dordrecht (1998)

    Chapter  Google Scholar 

  37. Lukšan, L., Vlček, J.: Test Problems for Nonsmooth Unconstrained and Linearly Constrained Optimization. In: Technical Report 798, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague (2000) Available via http://hdl.handle.net/11104/0124190

  38. Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. 91(2), 201–213 (2002)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to A. M. Bagirov .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG, part of Springer Nature

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Bagirov, A.M., Sultanova, N., Al Nuaimat, A., Taheri, S. (2018). Solving Minimax Problems: Local Smoothing Versus Global Smoothing. In: Al-Baali, M., Grandinetti, L., Purnama, A. (eds) Numerical Analysis and Optimization. NAO 2017. Springer Proceedings in Mathematics & Statistics, vol 235. Springer, Cham. https://doi.org/10.1007/978-3-319-90026-1_2

Download citation

Publish with us

Policies and ethics