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On the Finite Number of Directional Stationary Values of Piecewise Programs

2018/03/01 by Ying Cui, Jong‐Shi Pang, Cui, Ying +1
Business, Management and Accounting · Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Facility Location and Emergency Management #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.1803.00190

openalex publication_date 2018/03/01 · openalex created_date 2018/03/29 · openalex updated_date 2026/07/28

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.

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