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Nondifferentiable optimization via approximation

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Nondifferentiable Optimization

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 3))

Abstract

This paper presents a systematic approach for minimization of a wide class of non-differentiable functions. The technique is based on approximation of the nondifferentiable function by a smooth function and is related to penalty and multiplier methods for constrained minimization. Some convergence results are given and the method is illustrated by means of examples from nonlinear programming.

This work was supported in part by the Joint Services Electronics Program (U.S. Army, U.S. Navy and U.S. Air Force) under Contract DAAB-07-72-C-0259, and in part by the U.S. Air Force under Grant AFOSR-73-2570.

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References

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Authors and Affiliations

  1. University of Illinois, Urbana, Ill., USA

    Dimitri P. Bertsekas

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  1. Dimitri P. Bertsekas
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M. L. Balinski Philip Wolfe

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© 1975 The Mathematical Programming Society

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Bertsekas, D.P. (1975). Nondifferentiable optimization via approximation. In: Balinski, M.L., Wolfe, P. (eds) Nondifferentiable Optimization. Mathematical Programming Studies, vol 3. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120696

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  • DOI: https://doi.org/10.1007/BFb0120696

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00763-7

  • Online ISBN: 978-3-642-00764-4

  • eBook Packages: Springer Book Archive

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