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Nondifferentiable Optimization: Relaxation Methods

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Encyclopedia of Optimization

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Keywords

Constraints on the Variables

Finding a Minimum Point

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References

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References

  1. Agmon S (1954) The relaxation method for linear inequalities. Canad J Math 6:282–292

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  2. Brännlund U (1993) On relaxation methods for nonsmooth convex optimization. PhD Thesis, Kungliga Tekniska Högskolan, Stockholm

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  3. Brännlund U, Kiwiel KC, Lindberg PO (1995) A descent proximal level bundle method for convex nondifferentiable optimization. Oper Res Lett 17:121–126

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  4. Goffin J-L, Kiwiel KC (1999) Convergence of a simple subgradient level method. Math Program 85(1):207–211

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  5. Lemaréchal C, Nemirovskii AS, Nesterov YuE (1995) New variants of bundle methods. Math Program 69:111–147

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  6. Motzkin TS, Schoenberg IJ (1954) The relaxation method for linear inequalities. Canad J Math 6:393–404

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  7. Nemirovsky AS, Yudin DB (1983) Problem complexity and method efficiency in optimization. Ser Discret Math, Wiley, New York

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  8. Polyak BT (1969) Minimization of unsmooth functionals. USSR Comput Math Math Phys 9:14–29

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Author information

Authors and Affiliations

  1. Kungliga Tekniska Högskolan, Stockholm, Sweden

    Ulf Brännlund

Authors
  1. Ulf Brännlund
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Brännlund, U. (2008). Nondifferentiable Optimization: Relaxation Methods . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_450

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