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On constrained optimization problems with nonsmooth cost functionals

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Abstract

In this paper we present a computational procedure for minimizing a class ofL 1-functionals subject to conventional as well as functional constraints. The computational procedure is based on the idea of enforced smoothing together with a method of converting the functional constraints into conventional equality constraints. For illustration, two examples are solved using the proposed procedure.

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Teo, K.L., Goh, C.J. On constrained optimization problems with nonsmooth cost functionals. Appl Math Optim 18, 181–190 (1988). https://doi.org/10.1007/BF01443621

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