Truncated codifferential method for linearly constrained nonsmooth optimization

Date

2010-01-01

Author

TOR, ALİ HAKAN
Karasözen, Bülent
Bagirov, Adil

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In this paper a new algorithm is developed to minimize linearly constrained non-smooth optimization problem for convex objective functions. The algorithm is based on the concept of codifferential. The convergence of the proposed minimization algorithm is proved and results of numerical experiments using a set of test problems with nonsmooth convex objective function are reported. © Izmir University of Economics, Turkey, 2010.

Subject Keywords

Codifferential, Constrained optimization, Nonsmooth optimization, Subdifferential

URI

https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84905482170&origin=inward
https://hdl.handle.net/11511/107516

Conference Name

24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, MEC EurOPT 2010

Collections

Department of Mathematics, Conference / Seminar

Citation Formats

A. H. TOR, B. Karasözen, and A. Bagirov, “Truncated codifferential method for linearly constrained nonsmooth optimization,” presented at the 24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, MEC EurOPT 2010, İzmir, Türkiye, 2010, Accessed: 00, 2023. [Online]. Available: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84905482170&origin=inward.