A smoothing technique for nondifferentiable optimization problems

A. Ben-Tal; M. Teboulle

doi:10.1007/BFb0083582

A smoothing technique for nondifferentiable optimization problems

A. Ben-Tal, M. Teboulle

School of Mathematical Sciences

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

We introduce a smoothing technique for nondifferentiable optimization problems. The approach is to replace the original problem by an approximate one which is controlled by a smoothing parameter. The recession function is instrumental in the construction of the approximate problem. An a priori bound on the difference between the optimal values of the original problem and the approximate one is explicitly derived in term of the smoothing parameter. The relationships between the primal approximated problem and its corresponding dual are investigated.

Original language	Undefined/Unknown
Title of host publication	Optimization
Editors	Szymon Dolecki
Place of Publication	Berlin, Heidelberg
Publisher	Springer Berlin Heidelberg
Pages	1-11
Number of pages	11
ISBN (Electronic)	978-3-540-46867-7
ISBN (Print)	978-3-540-46867-7
DOIs	https://doi.org/10.1007/BFb0083582
State	Published - 1989

Publication series

Name	Lecture Notes in Mathematics

Access to Document

10.1007/BFb0083582

Cite this

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AB - We introduce a smoothing technique for nondifferentiable optimization problems. The approach is to replace the original problem by an approximate one which is controlled by a smoothing parameter. The recession function is instrumental in the construction of the approximate problem. An a priori bound on the difference between the optimal values of the original problem and the approximate one is explicitly derived in term of the smoothing parameter. The relationships between the primal approximated problem and its corresponding dual are investigated.

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