UNIFICATION OF BASIC AND COMPOSITE NONDIFFERENTIABLE OPTIMIZATION

Authors
DUSSAULT JP GNINGUE Y
Citation
Jp. Dussault et Y. Gningue, UNIFICATION OF BASIC AND COMPOSITE NONDIFFERENTIABLE OPTIMIZATION, Mathematical programming, 70(3), 1995, pp. 233-249
Citations number
17
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
70
Issue
3
Year of publication
1995
Pages
233 - 249
Database
ISI
SICI code
0025-5610(1995)70:3<233:UOBACN>2.0.ZU;2-6
Abstract
There are two main classes of iterative methods in nondifferentiable o ptimization (NDO). In the basic NDO, the information is limited to the objective function and at least one element of its subdifferential, w hile in the composite NDO, the objective function is split into a sum of a smooth and a nonsmooth function. Our work unifies these two appro aches for benefiting of their respective advantages.