Truncated codifferential method for linearly constrained nonsmooth optimization

TOR A. H., KARASÖZEN B., Bagirov A.

24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, MEC EurOPT 2010, İzmir, Türkiye, 23 - 26 Haziran 2010, ss.87-93 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: İzmir
  • Basıldığı Ülke: Türkiye
  • Sayfa Sayıları: ss.87-93
  • Anahtar Kelimeler: Codifferential, Constrained optimization, Nonsmooth optimization, Subdifferential
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

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.