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Methods of Descent for Nondifferentiable Optimization

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Author(s): Krzysztof C. Kiwiel (auth.)
Series: Lecture Notes in Mathematics 1133
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 1985

Language: English
Pages: 364
City: Berlin; New York
Tags: Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization

Fundamentals....Pages 1-43
Aggregate subgradient methods for unconstrained convex minimization....Pages 44-86
Methods with subgradient locality measures for minimizing nonconvex functions....Pages 87-138
Methods with subgradient deletion rules for unconstrained nonconvex minimization....Pages 139-189
Feasible point methods for convex constrained minimization problems....Pages 190-228
Methods of feasible directions for nonconvex constrained problems....Pages 229-298
Bundle methods....Pages 299-344
Numerical examples....Pages 345-353