Nondifferentiable Optimization via Approximation.

Abstract

This paper presents a systematic approach for minimization of a wide class of nondifferentiable 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. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1974
Accession Number
ADA027853

Entities

People

  • Dimitri P. Bertsekas

Organizations

  • University of Illinois Urbana–Champaign

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Convergence
  • Illinois
  • Mathematical Programming
  • Nonlinear Programming
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Operations Research