G-2022-56
Erratum, counterexample and an additional revealing poll step for a result of ``Analysis of direct searches for discontinuous functions''
, , and BibTeX reference
This note provides a counterexample to a theorem announced in the last part of the paper Analysis of direct searches for discontinuous functions, Mathematical Programming Vol. 133, pp.299-325, 2012.
The counterexample involves an objective function \(f:{\mathbb{R}}\to{\mathbb{R}}\)
which satisfies all the assumptions required by the theorem but contradicts some of its conclusions.
A corollary of this theorem is also affected by this counterexample.
The main flaw revealed by the counterexample is the possibility that a directional direct search method (dDSM) generates a sequence of trial points \((x_k)_k\)
converging to a point \(x_*\)
where \(f\)
is discontinuous and whose objective function value \(f(x_*)\)
is strictly less than \(\lim_{k\to\infty} f(x_k)\)
.
Moreover the dDSM generates no trial point in one of the two branches of \(f\)
near \(x_*\)
.
This note also investigates the proof of the theorem to highlight the inexact statements in the original paper.
Finally this work concludes with a modification of the dDSM that allows to recover the properties broken by the counterexample.
Published December 2022 , 9 pages