An Algorithm for Constrained Optimization with Semismooth Functions

From MaRDI portal
Revision as of 12:00, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4178793

DOI10.1287/moor.2.2.191zbMath0395.90069OpenAlexW1964244351MaRDI QIDQ4178793

Robert Mifflin

Publication date: 1977

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/712/1/RR-77-003.pdf




Related Items (77)

Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder)Descent methods for composite nondifferentiable optimization problemsCombination of steepest descent and BFGS methods for nonconvex nonsmooth optimizationA nonsmooth version of Newton's methodLinks between functions and subdifferentialsThe bundle scheme for solving arbitrary eigenvalue optimizationsAn Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle ProblemsA subgradient selection method for minimizing convex functions subject to linear constraintsGeneralized gradients and paths of descentSurvey of Bundle Methods for Nonsmooth OptimizationA constraint linearization method for nondifferentiable convex minimizationSemismoothness and decomposition of maximal normal operatorsOptimal scheduling of reservoir releases during flood: Deterministic optimization problem. I: ProcedureConvergence and computational analyses for some variable target value and subgradient deflection methodsA method of linearizations for linearly constrained nonconvex nonsmooth minimizationA trust region target value method for optimizing nondifferentiable Lagrangian duals of linear programsPiecewise linear approximations in nonconvex nonsmooth optimizationExtended semismooth Newton method for functions with values in a coneA variable metric method for nonsmooth convex constrained optimizationSmooth transformation of the generalized minimax problemApproximating Clarke's subgradients of semismooth functions by divided differencesNonsmooth optimization via quasi-Newton methodsOptimistic planning algorithms for state-constrained optimal control problemsA method for convex minimization based on translated first-order approximationsA minimization method for the sum of a convex function and a continuously differentiable functionA gradient sampling algorithm for stratified maps with applications to topological data analysisAn effective nonsmooth optimization algorithm for locally Lipschitz functionsA hierarchy of spectral relaxations for polynomial optimizationSemismoothness for Solution Operators of Obstacle-Type Variational Inequalities with Applications in Optimal ControlProximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programsOptimal Convergence Rates for the Proximal Bundle MethodThe prize collecting Steiner tree problem: models and Lagrangian dual optimization approachesA maximization method for a class of quasiconcave programsA quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guaranteesA Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational InequalitiesA proximal bundle method for constrained nonsmooth nonconvex optimization with inexact informationConvergence of relaxation methods for nondifferentiable constrained optimizationDiscrete minimax problem: Algorithms and numerical comparisonsLine Search Algorithms for Locally Lipschitz Functions on Riemannian ManifoldsGeneralized gradients in dynamic optimization, optimal control, and machine learning problemsAn infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problemsAnalysis of symmetric matrix valued functions. IWeak directional closedness and generalized subdifferentialsProximal bundle algorithms for nonlinearly constrained convex minimax fractional programsMultiple subgradient descent bundle method for convex nonsmooth multiobjective optimizationDiscrete gradient method: Derivative-free method for nonsmooth optimizationA smooth method for the finite minimax problemA bundle-filter method for nonsmooth convex constrained optimizationAn adaptive competitive penalty method for nonsmooth constrained optimizationAn approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimizationA descent algorithm for nonsmooth convex optimizationAn aggregate subgradient method for nonsmooth convex minimizationAlgorithms and application for special classes of nonlinear least squares problemsA DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimizationSemidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problemOn parametric nonlinear programmingOn a class of nonsmooth optimal control problemsDouble Bundle Method for finding Clarke Stationary Points in Nonsmooth DC ProgrammingA filter-variable-metric method for nonsmooth convex constrained optimizationA subgradient algorithm for certain minimax and minisum problemsThe maximal normal operator space and integration of subdifferentials of nonconvex functionsAn inexact bundle variant suited to column generationStochastic generalized gradient methods for training nonconvex nonsmooth neural networksUnnamed ItemDuality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional ProgramsApproximate discrete maximum principle for the difference approximation of optimal periodic control problemsA generalized proximal point algorithm for certain non-convex minimization problemsAn algorithm for minimizing a class of locally Lipschitz functionsNondifferentiable optimization algorithm for designing control systems having singular value inequalitiesOptimization of upper semidifferentiable functionsAn efficient algorithm for solving the discrete minisum problemA method for minimizing the sum of a convex function and a continuously differentiable functionApplication of the successive relaxation method to solve extremal problems with semismooth functionsA regularized stochastic decomposition algorithm for two-stage stochastic linear programsDescent algorithm for a class of convex nondifferentiable functionsNonmonotone bundle-type scheme for convex nonsmooth minimizationε-Optimal solutions in nondifferentiable convex programming and some related questions






This page was built for publication: An Algorithm for Constrained Optimization with Semismooth Functions