A novel approach for solving nonsmooth optimization problems with application to nonsmooth equations (Q355785): Difference between revisions

Summary: We present a new approach for solving nonsmooth optimization problems and a system of nonsmooth equations which is based on generalized derivatives. For this purpose, we introduce the first order generalized Taylor expansion of nonsmooth functions and replace it with smooth functions. In other words, a nonsmooth function is approximated by a piecewise linear function based on a generalized derivative. In the next step, we solve a smooth linear optimization problem whose optimal solution is an approximate solution of the main problem. Then we apply the results for solving a system of nonsmooth equations. Finally, to illustrate the efficiency of our approach, some numerical examples are presented.