Titlebook: Nondifferentiable Optimization: Motivations and Applications; Proceedings of an II Vladimir F. Demyanov,Diethard Pallaschke Conference proc

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Nondifferentiable Optimization: Motivations and Applications978-3-662-12603-5Series ISSN 0075-8442 Series E-ISSN 2196-9957

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The Solution of a Nested Nonsmooth Optimization Problemle variable constrained minimization. The problem is a single resource allocation problem with five bounded decision variables. The algorithm is used in a nested manner on a dual (minimax) formulation of the problem, i.e., a single variable dual (outer) problem is solved where each function evaluati

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Upper-Semicontinuously Directionally Differentiable Functionsble functions. The most attractive and important property of the (ε,μ)-subdifferential is that it can be taken to be a continuous mapping; this, in its turn, allows us to construct numerical methods for finding stationary points.

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Application of a Subdifferential of a Convex Composite Functional to Optimal Control in Variational nd-Temam, 1974). Various extensions of this classical case involving operators taking values in an ordered vector space have been considered by many people, for example Lescarret (1968), Levin (1970), Ioffe-Levin (1972), Valadier (1972), Zowe (1974), Penot (1976), Kutateladze (1977), Hiriart-Urruty