An Algorithm for Some Special Nondifferentiable Optimization Problems

Yves Smeers
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Yves Smeers: Center for Operations Research and Econometrics, Heverlee, Belgium

Operations Research, 1977, vol. 25, issue 5, 808-817

Abstract: We present an algorithm for a special class of nonlinear optimization problems with a nondifferentiable objective function and prove its convergence. The method does not use the notion of subgradient and no convexity assumption is made. We discuss the application of the method to an exact penalty function and to an environmental noise-management problem.

Date: 1977
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