Abstract
We introduce a smoothing technique for nondifferentiable optimization problems. The approach is to replace the original problem by an approximate one which is controlled by a smoothing parameter. The recession function is instrumental in the construction of the approximate problem. An a priori bound on the difference between the optimal values of the original problem and the approximate one is explicitly derived in term of the smoothing parameter. The relationships between the primal approximated problem and its corresponding dual are investigated.
Supported by NSF Grant ECS-8801240.
Supported by AFOSR Grant 0218-88 and NSF Grant ECS-8802239.
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© 1989 Springer Verlag
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Ben-Tal, A., Teboulle, M. (1989). A smoothing technique for nondifferentiable optimization problems. In: Dolecki, S. (eds) Optimization. Lecture Notes in Mathematics, vol 1405. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083582
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DOI: https://doi.org/10.1007/BFb0083582
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