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- Title
ON AN ALGORITHM IN NONDIFFERENTIAL CONVEX OPTIMIZATION.
- Authors
ĐURANOVIĆ-MILIČ1Ć, Nada I.; GARDAŠEVIĆ-FILIPOVIĆ, Milanka
- Abstract
In this paper an algorithm for minimization of a nondifferentiable function is presented. The algorithm uses the Moreau-Yosida regularization of the objective function and its second order Dini upper directional derivative. The purpose of the paper is to establish general hypotheses for this algorithm, under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of the convergence.
- Subjects
NONDIFFERENTIABLE functions; ALGORITHMS; MATHEMATICAL optimization; MATHEMATICAL analysis; REAL variables
- Publication
Yugoslav Journal of Operations Research, 2013, Vol 23, Issue 1, p59
- ISSN
0354-0243
- Publication type
Article
- DOI
10.2298/YJOR110501024D