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 language | English (US) |
|---|---|
| Pages (from-to) | 1-25 |
| Number of pages | 25 |
| Journal | Math Program Study |
| Issue number | 4 |
| DOIs | |
| State | Published - 1975 |
| Externally published | Yes |
ASJC Scopus subject areas
- General Engineering