A method for minimizing convex functions based on continuous approximations to the subdifferential

Authors :: Adil M. Bagirov
Source :: Optimization Methods and Software. 9:1-17
Publication Year :: 1998
Publisher :: Informa UK Limited, 1998.
Abstract: A numerical method for unconstrained minization of nondifferentiable convex functions is proposed and studied. This method is based on a continuous approximations to the subdifferential. An algorithm for the construction of the continuous approximations is described. Results of numerical experiments are presented

Subjects :: Convex analysis
Control and Optimization
Applied Mathematics
Numerical analysis
Mathematical analysis
Mathematics::Optimization and Control
Proper convex function
Convex combination
Subderivative
Convex function
Pseudoconvex function
Software
Mathematics

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