On equivalence of the method of steepest descent and the method of hypodifferential descent in some constrained optimization problems

MaRDI QIDQ5249476zbMATH OpenFDO

Authors Maxim Dolgopolik, G. Sh. Tamasyan

Publication date 6 May 2015

Full work available at URL http://mathnet.ru/eng/isu546

zbMATH Keywords

calculus of variationsexact penaltieshypodifferentialmethod of hypodifferential descentnondifferential nondifferentiable optimizationnonsmooth analysissubdifferential

Mathematics Subject Classification ID

Numerical methods in optimal control (49M99) Numerical optimization and variational techniques (65K10)

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Cited in

(3)

• Comparative study of two fast algorithms for projecting a point to the standard simplex
• Complexity estimation for an algorithm of searching for zero of a piecewise linear convex function
• Method of steepest descent for two-dimensional problems of calculus of variations

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