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arXiv · 1803.00190

On the Finite Number of Directional Stationary Values of Piecewise Programs

Ying Cui·Jong-Shi Pang
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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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Ying Cui, Jong-Shi Pang. 2018-03-01. On the Finite Number of Directional Stationary Values of Piecewise Programs. https://arxiv.org/abs/1803.00190

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