• DocumentCode
    3053195
  • Title

    Algorithm models for nondifferentiable optimization

  • Author

    Polak, E. ; Mayne, D.Q.

  • Author_Institution
    University of California, Berkeley, CA
  • fYear
    1983
  • fDate
    - Dec. 1983
  • Firstpage
    934
  • Lastpage
    939
  • Abstract
    It is shown that a number of seemingly unrelated nondifferentiable optimization algorithms are special cases of two simple algorithm models: one for constrained and one for unconstrained optimization. In both of these models, the direction finding procedures use parametrized families of maps which are locally uniformly u.s.c, with respect to the generalized gradients of the functions defining the problem. The selection of the parameter is determined by a rule which is analogous to the one used in methods of feasible directions.
  • Keywords
    Tellurium;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1983. The 22nd IEEE Conference on
  • Conference_Location
    San Antonio, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1983.269661
  • Filename
    4047692