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
Link To Document