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Nondifferentiable Optimisation Subgradient and ε — Subgradient Methods

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Optimization and Operations Research

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 117))

Abstract

We give some ideas which lead to descent methods for minimizing nondifferentiable functions. Such methods have been published in several papers and they all involve the same concept, namely the ε — subdifferential.

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References

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Author information

Authors and Affiliations

  1. IRIA — Laboria, Rocquencourt, 78150, Le Chesnay, France

    Claude Lemarechal

Authors
  1. Claude Lemarechal
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Editor information

Editors and Affiliations

  1. Fakultät für Mathematik und Informatik, Universität Mannheim, Schloß, 6800, Mannheim 1, Deutschland

    Werner Oettli

  2. Mathematisches Institut A, Universität Stuttgart, 7000, Pfaffenwaldring 57, Stuttgart 80, Deutschland

    Klaus Ritter

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© 1976 Springer-Verlag Berlin · Heidelberg

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Lemarechal, C. (1976). Nondifferentiable Optimisation Subgradient and ε — Subgradient Methods. In: Oettli, W., Ritter, K. (eds) Optimization and Operations Research. Lecture Notes in Economics and Mathematical Systems, vol 117. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46329-7_17

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  • DOI: https://doi.org/10.1007/978-3-642-46329-7_17

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07616-2

  • Online ISBN: 978-3-642-46329-7

  • eBook Packages: Springer Book Archive

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