A modified reduced gradient method for a class of nondifferentiable problems |
| |
Authors: | W Gochet Y Smeers |
| |
Institution: | (1) Department of Applied Economics and Center for Operations Research and Econometrics, Katholieke Universiteit Leuven, Louvain, Belgium |
| |
Abstract: | The class of nondifferentiable problems treated in this paper constitutes the dual of a class of convex differentiable problems. The primal problem involves faithfully convex functions of linear mappings of the independent variables in the objective function and in the constraints. The points of the dual problem where the objective function is nondifferentiable are known: the method presented here takes advantage of this fact to propose modifications necessary in the reduced gradient method to guarantee convergence. |
| |
Keywords: | Nondifferentiable Optimization Reduced Gradient Method |
本文献已被 SpringerLink 等数据库收录! |