On the minimization of possibly discontinuous functions by means of pointwise approximations
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A general approach for the solution of possibly discontinuous optimization problems by means of pointwise (perhaps smooth) approximations will be proposed. It will be proved that sequences generated by pointwise approximation techniques eventually satisfy well justified stopping criteria. Numerical examples will be given.
KeywordsDiscontinuous functions Pointwise approximations Smoothing Minimization
The authors would like to thank the associate editor and the three referees for their comments and remarks that helped a lot to improve the first version of this work.
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