Open AccessBook
Optimization and nonsmooth analysis
Reads0
Chats0
TLDR
The Calculus of Variations as discussed by the authors is a generalization of the calculus of variations, which is used in many aspects of analysis, such as generalized gradient descent and optimal control.Abstract:
1. Introduction and Preview 2. Generalized Gradients 3. Differential Inclusions 4. The Calculus of Variations 5. Optimal Control 6. Mathematical Programming 7. Topics in Analysis.read more
Citations
More filters
Journal ArticleDOI
Exact penalty functions and stability in locally Lipschitz programming
TL;DR: The theory of exact penalty functions for nonlinear programs whose objective functions and equality and inequality constraints are locally Lipschitz are extended and a tight lower bound on the parameter value is provided.
Journal ArticleDOI
Optimality Conditions and Duality for Robust Nonsmooth Multiobjective Optimization Problems with Constraints
TL;DR: A robust nonsmooth multiobjective optimization problem related to a multiobjectives optimization with data uncertainty is investigated and the weak, strong and converse robust duality results between the primal one and its dual problems under the generalized convexity assumptions are obtained.
Journal ArticleDOI
Metric regularity and subdifferential calculus in Banach spaces
TL;DR: In this article, the authors give verifiable conditions in terms of limiting Frechet subdifferentials ensuring the metric regularity of a multivalued function F(x)=−g(x)+D.
Journal ArticleDOI
A derivative-free approximate gradient sampling algorithm for finite minimax problems
Warren Hare,Julie Nutini +1 more
TL;DR: A derivative-free optimization algorithm that calculates an approximate gradient for each of the active functions of the finite max function and uses these to generate an approximate subdifferential for finite minimax problems is presented.