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A linearization algorithm for constrained nonsmooth minimization

  • Nondifferentiable Optimization
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System Modelling and Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 59))

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References

  1. Clarke, F. (1976). A new approach to Lagrange multipliers. Math. Oper. Res., 1, 165–174.

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  3. Kiwiel, K.C. (1983). A. aggregate subgradient method for nonsmooth convex minimization. To appear in Math. Programming.

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  4. Lemarechal, C. (1978). Nonsmooth optimization and descent methods. RR 78-4, International Institute for Applied Systems Analysis, Laxenburg, Austria.

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  6. Mifflin, R. (1982). A modification and an extension of Lemarechal's algorithm for nonsmooth minimization. In: D.Sorensen and R.Wets, eds., Nondifferential and variational techniques in optimization, Mathematical Programming Study 17, 77–90.

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  7. Polak, R., D.Q. Mayne and Y. Wardi (1983). On the extension of constrained optimization algorithms from differentiable to nondifferentiable problems. SIAM J. Control Optim., 21, 179–203.

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P. Thoft-Christensen

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© 1984 Springer-Verlag

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Kiwiel, K.C. (1984). A linearization algorithm for constrained nonsmooth minimization. In: Thoft-Christensen, P. (eds) System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 59. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0008904

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  • DOI: https://doi.org/10.1007/BFb0008904

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13185-4

  • Online ISBN: 978-3-540-38828-9

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