Nondifferential optimization via adaptive smoothing

DOI10.1007/BF00935008zbMath0518.49024MaRDI QIDQ1053985

David Q. Mayne, Elijah Polak

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationnondifferentiable optimizationadaptive smoothinggeneralized gradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Continuity and differentiation questions (26B05) Optimality conditions for free problems in two or more independent variables (49K10)

Related Items (22)

Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization ⋮ Perturbed steepest-descent technique in multiextremal problems ⋮ Algorithms with adaptive smoothing for finite minimax problems ⋮ Approximate Newton methods for nonsmooth equations ⋮ On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems ⋮ Nonsmooth optimization by Lie bracket approximations into random directions ⋮ An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems ⋮ Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs ⋮ A spline smoothing Newton method for finite minimax problems ⋮ On the global optimization properties of finite-difference local descent algorithms ⋮ Nondifferentiable optimization via smooth approximation: General analytical approach ⋮ Implicit smoothing and its application to optimization with piecewise smooth equality constraints ⋮ Solving variational inequality problems via smoothing-nonsmooth reformulations ⋮ Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method ⋮ A truncated aggregate smoothing Newton method for minimax problems ⋮ Solving nonconvex nonlinear programming problems via a new aggregate constraint homotopy method ⋮ Continuous approximations to generalized jacobians ⋮ Error stability properties of generalized gradient-type algorithms ⋮ On nonsmooth and discontinuous problems of stochastic systems optimization ⋮ An active set smoothing method for solving unconstrained minimax problems ⋮ An Adaptive Smoothing Method for Continuous Minimax Problems ⋮ Error bounds of two smoothing approximations for semi-infinite minimax problems

Cites Work

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• Stochastic approximation methods for constrained and unconstrained systems
• Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
• On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
• Generalized Gradients and Applications
• Semismooth and Semiconvex Functions in Constrained Optimization
• Optimization of lipschitz continuous functions
• An Adaptive Precision Gradient Method for Optimal Control

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