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  4. Blackbox optimization, Nonsmooth Structure, and Survey Descent

Blackbox optimization, Nonsmooth Structure, and Survey Descent

File(s)
Han_cornellgrad_0058F_13814.pdf (15.28 MB)
Permanent Link(s)
https://doi.org/10.7298/4rrv-8h61
https://hdl.handle.net/1813/114645
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Cornell Theses and Dissertations
Author
Han, X.Y.
Abstract

First-order, blackbox optimization methods aim to minimize objective functions using only function and gradient evaluations. On smooth, strongly-convex objectives; classical results ensure the linear convergence of these methods relative to the number of function and gradient evaluations. An analogous nonsmooth theory is challenging due to a lack of reliable, local models. As a consequence, convergence guarantees for nonsmooth optimization procedures have generally remained sublinear. In this dissertation, I propose a "survey descent" method - inspired by a new max-of-smooth model - where an iteratively-updated "survey" of points move closer-and-closer to the objective minimizer while guided by (but never touching) an "active manifold" that lies at the boundary of different smooth subdomains of the nonsmooth objective. I prove that, when the nonsmooth objective possesses a "finite-max" structure, survey descent exhibits local linear convergence; and I demonstrate empirically that survey descent holds promise even beyond the finite-max case. I also propose a blackbox initialization procedure for survey descent that finds an initial survey containing exactly one point from each smooth subdomain of a finite-max objective. Of separate interest, I show how the minimization of the numerical radii of square matrices frequently generates solutions that land on the aforementioned active manifold - an interesting example for an "identification" property of proximal operators, a common subroutine used within nonsmooth optimization methods.

Description
126 pages
Date Issued
2023-08
Committee Chair
Lewis, Adrian
Committee Member
Renegar, James
Chen, Yudong
Degree Discipline
Operations Research and Information Engineering
Degree Name
Ph. D., Operations Research and Information Engineering
Degree Level
Doctor of Philosophy
Rights
Attribution-NonCommercial-ShareAlike 4.0 International
Rights URI
https://creativecommons.org/licenses/by-nc-sa/4.0/
Type
dissertation or thesis
Link(s) to Catalog Record
https://newcatalog.library.cornell.edu/catalog/16219241

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