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On Second-Order Properties of the Moreau-Yosida Regularization for Constrained Nonsmooth Convex Programs.
- Source :
- Numerical Functional Analysis & Optimization; Aug/Sep2004, Vol. 25 Issue 5/6, p515-529, 15p
- Publication Year :
- 2004
-
Abstract
- In this paper, we attempt to investigate a class of constrained nonsmooth convex optimization problems, that is, piecewise C² convex objectives with smooth convex inequality constraints. By using the Moreau-Yosida regularization, we convert these problems into unconstrained smooth convex programs. Then, we investigate the second-order properties of the Moreau-Yosida regularization n. By introducing the (GAIPCQ) qualification, we show that the gradient of the regularized function n is piecewise smooth, thereby, semismooth. [ABSTRACT FROM AUTHOR]
- Subjects :
- EQUATIONS
ALGEBRA
LAGRANGE equations
MATHEMATICAL optimization
MATHEMATICS
Subjects
Details
- Language :
- English
- ISSN :
- 01630563
- Volume :
- 25
- Issue :
- 5/6
- Database :
- Complementary Index
- Journal :
- Numerical Functional Analysis & Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 15625817
- Full Text :
- https://doi.org/10.1081/NFA-200042235