Rapidly Convergent Algorithms for Nonsmooth Optimization

Abstract

The research supported by this grant has continued the development of efficient methods for solving optimization problems involving implicitly defined functions that are not everywhere differentiable. A rapidly convergent algorithm for the single variable case where generalized derivatives are known is currently being extended to the n-variable case. Also, a new fast method has been developed for the single variable case where only function values are available.

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Document Details

Document Type
Technical Report
Publication Date
Jul 15, 1988
Accession Number
ADA204389

Entities

People

  • Robert Mifflin

Organizations

  • Washington State University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Availability
  • Computations
  • Computer Programming
  • Computers
  • Direction Finding
  • Mathematical Programming
  • Optimization
  • Parallel Computing
  • Parallel Processing
  • Probability
  • Probability Density Functions
  • Quadratic Programming
  • Security

Fields of Study

  • Mathematics

Readers

  • Operations Research