A Descent Numerical Method for Optimization Problems with Nondifferentiable Cost Functionals

DOI10.1137/0311049zbMath0243.49012OpenAlexW2146131395MaRDI QIDQ5654676

Dimitri P. Bertsekas, Sanjoy K. Mitter

Publication date: 1973

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/190c494a31bdf058917bd5203c122fc8736acec1

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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