A minimization method for the sum of a convex function and a continuously differentiable function

  • H. Mine
  • M. Fukushima
Contributed Papers

Abstract

This paper presents a method for finding the minimum for a class of nonconvex and nondifferentiable functions consisting of the sum of a convex function and a continuously differentiable function. The algorithm is a descent method which generates successive search directions by solving successive convex subproblems. The algorithm is shown to converge to a critical point.

Key Words

Mathematical programming nonconvex nondifferentiable optimization problems subgradients critical points 

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Copyright information

© Plenum Publishing Corporation 1981

Authors and Affiliations

  • H. Mine
    • 1
  • M. Fukushima
    • 1
  1. 1.Department of Applied Mathematics and Physics, Faculty of EngineeringKyoto UniversityKyotoJapan

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