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An Algorithm For Minimization Of A Nondifferentiable Convex Function.
- Source :
-
World Congress on Engineering 2009 (Volume 2) . 2009, p1241-1246. 6p. - Publication Year :
- 2009
-
Abstract
- In this paper an algorithm for minimization of a nondifferentiable function is presented. The algorithm uses the Moreau-Yoshida regularization of the objective function and its second order Dini upper directional derivative. It is proved that the algorithm is well defined, as well as the convergence of the sequence of points generated by the algorithm to an optimal point. An estimate of the rate of convergence is given, too. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISBNs :
- 9789881821010
- Database :
- Academic Search Index
- Journal :
- World Congress on Engineering 2009 (Volume 2)
- Publication Type :
- Book
- Accession number :
- 50994998