On constrained optimization problems with nonsmooth cost functionals |
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Authors: | K L Teo C J Goh |
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Institution: | (1) Department of Mathematics, University of Western Australia, 6009 Nedland, Australia;(2) Department of Industrial and Systems Engineering, National University of Singapore, Kent Ridge, 0511 Singapore, Republic of Singapore |
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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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