文章基本信息
- 标题：On an algorithm in nondifferential convex optimization
- 本地全文：下载
- 作者：Đuranović-Miličić Nada I. ; Gardašević-Filipović Milanka
- 期刊名称：Yugoslav Journal of Operations Research
- 印刷版ISSN：0354-0243
- 电子版ISSN：1820-743X
- 出版年度：2013
- 卷号：23
- 期号：1
- 页码：59-71
- DOI：10.2298/YJOR110501024D
- 出版社：Faculty of Organizational Sciences, Belgrade, Mihajlo Pupin Institute, Belgrade, Economics Institute, Belgrade, Faculty of Transport and Traffic Engineering, Belgrade, Faculty of Mechanical Engineering, Belgrade
- 摘要：
In this paper an algorithm for minimization of a nondifferentiable function is presented. The algorithm uses the Moreau-Yosida regularization of the objective function and its second order Dini upper directional derivative. The purpose of the paper is to establish general hypotheses for this algorithm, under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of the convergence.
- 关键词：Moreau-Yosida regularization; non-smooth convex optimization; directional derivative; second order Dini upper directional derivative; uniformly convex functions
