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Journal of Mathematical Sciences

, Volume 71, Issue 5, pp 2712–2715 | Cite as

Modified gradient method for minimization of nonsmooth penalty functions

  • Yu. M. Danilin
  • D. Numazarov
Applied Topics in Control Theory, Mathematical Cybernetics, and Statistics
  • 19 Downloads

Abstract

A modified gradient method is developed for minimization of nonsmooth exact penalty functions. The complexity of each iteration in the proposed method is lower than in the original method.

Keywords

Gradient Method Penalty Function Original Method Exact Penalty Exact Penalty Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    Yu. M. Danilin, “Gradient type method for minimization of nonsmooth penalty functions,” Kibernetika, No. 4, 104–114 (1988).Google Scholar
  2. 2.
    D. Himmelblau, Applied Nonlinear Programming [Russian translation], Moscow (1975).Google Scholar

Copyright information

© Plenum Publishing Corporation 1994

Authors and Affiliations

  • Yu. M. Danilin
    • 1
  • D. Numazarov
    • 1
  1. 1.Kiev UniversityUkraine

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