An approach to solving convex programs with nonsmooth objectives (Q2731571)

Let \(f:\mathbb{R}^n\to \mathbb{R}\) be a closed convex function and \(C=\{x\in \mathbb{R}^n\mid f_j(x)\leq 0\), \(j\in \{1,2,\dots,m \}\}\) be the constraint set, where \(f_j\) are continuous differentiable convex functions. NEWLINENEWLINENEWLINEConsider the nonsmooth convex programming problem: \(\min\{f(x)\mid 0\geq x\in C \}\). NEWLINENEWLINENEWLINEUnder the strictly feasible condition, an efficient method to finding an optimal solution for the above is proved.