Unification of basic and composite nondifferentiable optimization

Unification of basic and composite nondifferentiable optimization

0.00 Avg rating0 Votes
Article ID: iaor19971062
Country: Netherlands
Volume: 70
Issue: 3
Start Page Number: 233
End Page Number: 249
Publication Date: Nov 1995
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

There are two main classes of iterative methods in nondifferentiable optimization (NDO). In the basic NDO, the information is limited to the objective function and at least one element of its subdifferential, while in the composite NDO, the objective function is split into a sum of a smooth and a nonsmooth function. The present work unifies these two approaches for benefiting of their respective advantages.

Reviews

Required fields are marked *. Your email address will not be published.