Numerical infinitesimals in a variable metric method for convex nonsmooth optimization

Manlio Gaudioso, Giovanni Giallombardo and Marat Mukhametzhanov

Applied Mathematics and Computation, 2018, vol. 318, issue C, 312-320

Abstract: The objective of the paper is to evaluate the impact of the infinity computing paradigm on practical solution of nonsmooth unconstrained optimization problems, where the objective function is assumed to be convex and not necessarily differentiable. For such family of problems, the occurrence of discontinuities in the derivatives may result in failures of the algorithms suited for smooth problems.

Keywords: Nonsmooth optimization; Infinity computing; Variable-metric methods (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:318:y:2018:i:c:p:312-320

DOI: 10.1016/j.amc.2017.07.057

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