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A minimizing algorithm for complex nonconvex nondifferentiable functions

A minimizing algorithm for complex nonconvex nondifferentiable functions Abstract The minimization of nonconvex, nondifferentiable functions that are compositions of max-type functions formed by nondifferentiable convex functions is discussed in this paper. It is closely related to practical engineering problems. By utilizing the globality of ε-subdifferential and the theory of quasidifferential, and by introducing a new scheme which selects several search directions and consider them simultaneously at each iteration, a minimizing algorithm is derived. It is simple in structure, implementable, numerically efficient and has global convergence. The shortcomings of the existing algorithms are thus overcome both in theory and in application. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics-A Journal of Chinese Universities Springer Journals

A minimizing algorithm for complex nonconvex nondifferentiable functions

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Publisher
Springer Journals
Copyright
1995 Editorial Committee of Applied Mathematics-A Journal of Chinese Universities
ISSN
1005-1031
eISSN
1993-0445
DOI
10.1007/BF02662858
Publisher site
See Article on Publisher Site

Abstract

Abstract The minimization of nonconvex, nondifferentiable functions that are compositions of max-type functions formed by nondifferentiable convex functions is discussed in this paper. It is closely related to practical engineering problems. By utilizing the globality of ε-subdifferential and the theory of quasidifferential, and by introducing a new scheme which selects several search directions and consider them simultaneously at each iteration, a minimizing algorithm is derived. It is simple in structure, implementable, numerically efficient and has global convergence. The shortcomings of the existing algorithms are thus overcome both in theory and in application.

Journal

Applied Mathematics-A Journal of Chinese Universities – Springer Journals

Published: Jun 1, 1995

References

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    R.T. Rockafellar
  • Operations Research and Decision Making
    Zhang Hongyan, A subgradient aggreting method for unconstrained nondifferentiable convex optimization problem, in