Algorithms for a class of nondifferentiable problems |
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| Authors: | G. Papavassilopoulos |
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| Affiliation: | (1) Decision and Control Laboratory, Coordinated Science Laboratory and Department of Electrical Engineering, University of Illinois, Urbana, Illinois;(2) Present address: Department of Electrical Engineering, University of Southern California, Los Angeles, California |
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| Abstract: | A nonlinear programming problem with nondifferentiabilities is considered. The nondifferentiabilities are due to terms of the form min(f1(x),...,fn(x)), which may enter nonlinearly in the cost and the constraints. Necessary and sufficient conditions are developed. Two algorithms for solving this problem are described, and their convergence is studied. A duality framework for interpretation of the algorithms is also developed.This work was supported in part by the National Science Foundation under Grant No. ENG-74-19332 and Grant No. ECS-79-19396, in part by the U.S. Air Force under Grant AFOSR-78-3633, and in part by the Joint Services Electronics Program (U.S. Army, U.S. Navy, and U.S. Air Force) under Contract N00014-79-C-0424. |
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| Keywords: | Nonlinear programming nondifferentiable optimization algorithms min-max problems duality |
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