We present a new approach for the globalization of the primal-dual active set or equivalently the nonsmooth Newton method applied to an optimal control problem. The basic result is the equivalence of this method to a nonsmooth Newton method applied to the nonlinear Schur complement of the optimality system. Our approach does not require the construction of an additional merrit function or addit...

In this chapter, we present some emerging directions in bifurcation control in continuous-time dynamical systems. Specifically we discuss two unconventional bifurcation control problems: anti-control of bifurcations and nonsmooth bifurcation control. Anti-control of bifurcation means introducing a new bifurcation at desired location with preferred properties by appropriate control. Nonsmooth bi...

The optimality conditions of a nonlinear second-order cone program can be reformulated as a nonsmooth system of equations using a projection mapping. This allows the application of nonsmooth Newton methods for the solution of the nonlinear second-order cone program. Conditions for the local quadratic convergence of these nonsmooth Newton methods are investigated. Related conditions are also giv...

This paper develops a new derivative-free method for solving linearly constrained nonsmooth optimization problems. The objective functions in these problems are, in general, non-regular locally Lipschitz continuous function. The computation of generalized subgradients of such functions is difficult task. In this paper we suggest an algorithm for the computation of subgradients of a broad class ...

Nonconvex nonsmooth potential functions have superior restoration performance for the images with neat boundaries. However, several difficulties emerge from the numerical computation. Thus the graduated nonconvex (GNC) method is suggested to deal with these problems. To improve the performance of the GNC method further, a class of nonconvex nonsmooth approximate potential functions have been co...

This paper presents a parameterized Newton method using generalized Jacobians and a Broyden-like method for solving nonsmooth equations. The former ensures that the method is well-deened even when the generalized Jacobian is singular. The latter is constructed by using an approximation function which can be formed for nonsmooth equations arising from partial diierential equations and nonlinear ...

The paper considers balanced packing problem of a given family of circles into a larger circle of the minimal radius as a multiextremal nonlinear programming problem. We reduce the problem to unconstrained minimization problem of a nonsmooth function by means of nonsmooth penalty functions. We propose an efficient algorithm to search for local extrema and an algorithm for improvement of the low...

A level set method is proposed for solving free boundary problems coming from contact with obstacles. Two different approaches are described and applied for solving an unilateral obstacle problem. The cost functionals coming from the new approach are nonsmooth. For solving the nonsmooth minimization problems, two methods are applied: firstly, a proximal bundle method, which is a method for solv...

Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of hundreds or thousands of variables with various constraints. In this paper, we describe a new efficient adaptive limited memory interior point bundle method for large, possible nonconvex, nonsmooth inequality constrained optimization. The method is a hybrid of the nonsmooth variable met...