Abstract
This paper reports on the successful solution of a nonsmooth version of a practical optimization problem using a recently developed algorithm for single variable constrained minimization. The problem is a single resource allocation problem with five bounded decision variables. The algorithm is used in a nested manner on a dual (minimax) formulation of the problem, i.e., a single variable dual (outer) problem is solved where each function evaluation involves solving a five variable Lagrangian (inner) problem that separates into five independent single variable problems.
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© 1985 Springer-Verlag Berlin Heidelberg
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Mifflin, R. (1985). The Solution of a Nested Nonsmooth Optimization Problem. In: Demyanov, V.F., Pallaschke, D. (eds) Nondifferentiable Optimization: Motivations and Applications. Lecture Notes in Economics and Mathematical Systems, vol 255. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-12603-5_4
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DOI: https://doi.org/10.1007/978-3-662-12603-5_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15979-7
Online ISBN: 978-3-662-12603-5
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