Second order optimality conditions for the \(L_ 1\)-minimization problem (Q1059265): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Aharon Ben-Tal / rank | |||
Property / author | |||
Property / author: Jochem Zowe / rank | |||
Property / reviewed by | |||
Property / reviewed by: Q748861 / rank | |||
Revision as of 04:29, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Second order optimality conditions for the \(L_ 1\)-minimization problem |
scientific article |
Statements
Second order optimality conditions for the \(L_ 1\)-minimization problem (English)
0 references
1985
0 references
Second order necessary and second order sufficient conditions are obtained for the unconstrained minimization of a functional \(f(x)=\int^{b}_{a}| g(x,t)| dt\). They are expressed in terms of the directional derivative, f'(x;h), and the curved second directional derivative, \[ f''(x:h,z)=\lim_{\lambda \to 0+}\lambda^{- 2}[f(x+\lambda h+\lambda^ 2z)-f(x)-\lambda f'(x;h)]. \] These derivatives are obtained explicitly for the given f(\(\cdot)\). An example is calculated.
0 references
Second order necessary and second order sufficient conditions
0 references
unconstrained minimization
0 references
directional derivative
0 references