Truncated Codifferential Method for Linearly Constrained Nonsmooth Optimization
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Date
2010
Authors
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Publisher
Vilnius Gediminas Technical University
Abstract
In this paper a new algorithm is developed to minimize linearly constrained non-smooth optimization problem for convex objective functions. The algorithm is based on the concept of codifferential. The convergence of the proposed minimization algorithm is proved and results of numerical experiments using a set of test problems with nonsmooth convex objective function are reported. © Izmir University of Economics, Turkey, 2010.
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Keywords
Codifferential, Constrained Optimization, Nonsmooth Optimization, Subdifferential
Turkish CoHE Thesis Center URL
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Source
24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Ficial Sector, MEC EurOPT 2010 -- 24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Ficial Sector, MEC EurOPT 2010 -- 23 June 2010 through 26 June 2010 -- Izmir -- 106702
Volume
Issue
Start Page
87
End Page
93
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