A Non-Smooth Analysis Approach for Optimization of Complex Industrial Processes
Keywords:
Non-smooth optimization, clarke subdifferential, generalized gradient, proximal stabilization, constrained optimization, industrial process optimization.Abstract
Non-smooth objective functions may occur in industrial optimization problems due to the existence of thresholds, switches, piecewise objective functions, absolute value terms, and bounds on the feasible set. Gradient-based approaches may lose their efficiency due to the lack of differentiability assumption. In this paper, a mathematical framework for constrained non-smooth optimization is developed. The theory includes a composite representation of the objective function in terms of continuously differentiable and locally Lipschitz non-smooth components, Clarke generalized derivatives, minimum-norm subgradients rule, geometry of tangent and normal cones, proximal stabilization, and adaptive step-size choice. A deterministic minimum norm selection criterion is used to deal with a multi-valued generalized subdifferential. Feasibility is achieved via Euclidean projection. The proximal term makes the algorithm stable in the vicinity of non-differentiable points. The theoretical properties include the existence of an optimum solution, sufficient descent, objective monotonicity, boundedness of the sequence, and generalized stationarity of its accumulation points under certain regularity assumptions. Numerical performance is analyzed on three test cases: absolute-value, maximum-type, and L1-regularized composite benchmark functions and an engineering-oriented problem of the industrial process optimization in terms of production cost, energy consumption, and threshold penalties. It is shown that the proposed framework can retain non-smooth features without complete differentiable approximation.
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