On an algorithm in nondifferential convex optimization

Yugoslav Journal of Operations Research

关键词: Moreau-Yosida regularization;    non-smooth convex optimization;    directional derivative;    second order Dini upper directional derivative;    uniformly convex functions;   

DOI  :  10.2298/YJOR110501024D

来源: DOAJ

【 摘 要 】

In this paper an algorithm for minimization of a nondifferentiable functionis presented. The algorithm uses the Moreau-Yosida regularization of theobjective function and its second order Dini upper directional derivative.The purpose of the paper is to establish general hypotheses for thisalgorithm, under which convergence occurs to optimal points. A convergenceproof is given, as well as an estimate of the rate of the convergence.

【 授权许可】

Unknown