Erratum, counterexample and an additional revealing poll step for a result of "Analysis of direct searches for discontinuous functions''

TL;DR

This paper presents a counterexample to a previous theorem on direct search methods for discontinuous functions, revealing flaws and proposing a modified method to address these issues.

Contribution

It provides a counterexample that invalidates a prior theorem and introduces a modified direct search method to recover the original properties.

Findings

Counterexample invalidates the previous theorem.

The original method may converge to discontinuities with incorrect function values.

A modified dDSM recovers the broken properties.

Abstract

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.