Implicit smoothing and its application to optimization with piecewise smooth equality constraints

DOI10.1007/s10957-004-1180-1zbMath1211.90278OpenAlexW2057225839MaRDI QIDQ2483994

Yanyan Li

Publication date: 2 August 2005

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

Full work available at URL: https://doi.org/10.1007/s10957-004-1180-1

zbMATH Keywords

piecewise smooth functionsB-subdifferentialClarke generalized Jacobianessentially active indicesessentially index consistent functionsgeneralized Karush--Kuhn--Tucker conditionsindex-consistent functionssmoothing Jacobiansstrong Jacobian consistency

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Set-valued and variational analysis (49J53)

Related Items (12)

An approximation scheme for a class of risk-averse stochastic equilibrium problems ⋮ Stochastic Nash equilibrium problems: sample average approximation and applications ⋮ A Stackelberg–Nash–Cournot Equilibrium in a Pollution Reduction Scheme ⋮ A new global optimization technique by auxiliary function method in a directional search ⋮ A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming ⋮ Generalized Jacobian for functions with infinite dimensional range and domain ⋮ Implicit solution function of P\(_{0}\) and Z matrix linear complementarity constraints ⋮ Co-Jacobian for Lipschitzian maps ⋮ Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints ⋮ Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications ⋮ Modified Jacobian smoothing method for nonsmooth complementarity problems ⋮ A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS

Cites Work

• Nondifferential optimization via adaptive smoothing
• A minimal set-valued strong derivative for vector-valued Lipschitz functions
• Set-valued approximations and Newton's methods
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
• Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps
• Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method

This page was built for publication: Implicit smoothing and its application to optimization with piecewise smooth equality constraints