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Nondifferentiable Optimization

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Computational Mathematical Programming

Part of the book series: NATO ASI Series ((NATO ASI F,volume 15))

Abstract

Nondifferentiable optimization NDO (also called nonsmooth optimization NSO) concerns problems in which the functions involved have discontinuous first derivatives. This causes classical methods to fail; hence nonsmooth problems require a new, a nonstandard approach. The paper tries to develop the basic features of the two main direct approaches in NDO, namely the Subgradient concept and the Bundle concept. Rather than collecting as many results in this area as possible, we will try to motivate and to help understanding the main underlying ideas.

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© 1985 Springer-Verlag Berlin Heidelberg

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Zowe, J. (1985). Nondifferentiable Optimization. In: Schittkowski, K. (eds) Computational Mathematical Programming. NATO ASI Series, vol 15. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-82450-0_12

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  • DOI: https://doi.org/10.1007/978-3-642-82450-0_12

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-82452-4

  • Online ISBN: 978-3-642-82450-0

  • eBook Packages: Springer Book Archive

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