Abstract
The problem of minimizing a nondifferential functionx →f(x) (subject, possibly, to nondifferential constraints) is considered. Conventional algorithms are employed for minimizing a differential approximationf ∈ off (subject to differentiable approximations ofg). The parameter ɛ is adaptively reduced in such a way as to ensure convergence to points satisfying necessary conditions of optimality for the original problem.
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This research was supported by the UK Science and Engineering Research Council, the National Science Foundation under Grant No. ECS-8121149, and the Joint Services Electronics Program, Contract No. F49620-79-C-0178.
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Mayne, D.Q., Polak, E. Nondifferential optimization via adaptive smoothing. J Optim Theory Appl 43, 601–613 (1984). https://doi.org/10.1007/BF00935008
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DOI: https://doi.org/10.1007/BF00935008