The Minimization of Semicontinuous Functions: Mollifier Subgradients
From MaRDI portal
Publication:4763543
DOI10.1137/S0363012992238369zbMath0822.49016OpenAlexW2063685783MaRDI QIDQ4763543
Roger J.-B. Wets, Vladimir I. Norkin, Yury M. Ermoliev
Publication date: 17 October 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012992238369
Nonsmooth analysis (49J52) Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (38)
Optimization and second-order derivatives for a Lipschitz function ⋮ Challenges in stochastic programming ⋮ A derivative-free approximate gradient sampling algorithm for finite minimax problems ⋮ Simultaneous perturbation stochastic approximation of nonsmooth functions ⋮ Selective bi-coordinate method for limit non-smooth resource allocation type problems ⋮ An Inner-Outer Approximation Approach to Chance Constrained Optimization ⋮ Pathological Subgradient Dynamics ⋮ Two-level iterative method for non-stationary mixed variational inequalities ⋮ Consistent approximations in composite optimization ⋮ Gradient-based simulation optimization under probability constraints ⋮ On the computation of equilibria in monotone and potential stochastic hierarchical games ⋮ Global optimization of bounded factorable functions with discontinuities ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization ⋮ Smoothing by mollifiers. II: Nonlinear optimization ⋮ Smoothing by mollifiers. I: Semi-infinite optimization ⋮ Steklov convexification and a trajectory method for global optimization of multivariate quartic polynomials ⋮ Necessary conditions for adverse control problems expressed by relaxed derivatives ⋮ A characterization of almost everywhere convex functions ⋮ Solving variational inequality problems via smoothing-nonsmooth reformulations ⋮ Mean value theorem for continuous vector functions by smooth approximations. ⋮ Analytic approximation and differentiability of joint chance constraints ⋮ Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm ⋮ Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets ⋮ Non-cooperative games with minmax objectives ⋮ A stochastic gradient type algorithm for closed-loop problems ⋮ Modified Jacobian smoothing method for nonsmooth complementarity problems ⋮ Steklov regularization and trajectory methods for univariate global optimization ⋮ A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs ⋮ Robustness and averaging properties of a large-amplitude, high-frequency extremum seeking control scheme ⋮ On nonsmooth and discontinuous problems of stochastic systems optimization ⋮ Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization ⋮ Main directions in the development of informatics ⋮ Second-order mollified derivatives and optimization ⋮ Perturbed iterate SGD for Lipschitz continuous loss functions ⋮ Almost everywhere convex functions on \(\mathbb R^n\) and weak derivatives ⋮ Bias Reduction in Sample-Based Optimization
This page was built for publication: The Minimization of Semicontinuous Functions: Mollifier Subgradients