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A New Steepest Descent Differential Inclusion-Based Method for Solving General Nonsmooth Convex Optimization Problems

Alireza Hosseini () and S. M. Hosseini ()
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Alireza Hosseini: Tarbiat Modares University
S. M. Hosseini: Tarbiat Modares University

Journal of Optimization Theory and Applications, 2013, vol. 159, issue 3, No 10, 698-720

Abstract: Abstract In this paper, we investigate a steepest descent neural network for solving general nonsmooth convex optimization problems. The convergence to optimal solution set is analytically proved. We apply the method to some numerical tests which confirm the effectiveness of the theoretical results and the performance of the proposed neural network.

Keywords: Steepest descent neural network; Differential inclusion-based methods; General nonsmooth convex optimization; Convergence of trajectories (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10957-012-0258-4

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