NONDIFFERENTIABLE OPTIMIZATION VIA APPROXIMATION.

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77 Scopus citations

Abstract

A systematic approach is presented 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.

Original languageEnglish (US)
Pages (from-to)1-25
Number of pages25
JournalMath Program Study
Issue number4
DOIs
StatePublished - 1975
Externally publishedYes

ASJC Scopus subject areas

  • Engineering(all)

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