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    Article

    An algorithm for nonsmooth optimization by successive piecewise linearization

    We present an optimization method for Lipschitz continuous, piecewise smooth (PS) objective functions based on successive piecewise linearization. Since, in many realistic cases, nondifferentiabilities are cau...

    Sabrina Fiege, Andrea Walther, Andreas Griewank in Mathematical Programming (2019)

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    Article

    On Lipschitz optimization based on gray-box piecewise linearization

    We address the problem of minimizing objectives from the class of piecewise differentiable functions whose nonsmoothness can be encapsulated in the absolute value function. They possess local piecewise linear ...

    Andreas Griewank, Andrea Walther, Sabrina Fiege, Torsten Bosse in Mathematical Programming (2016)