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Section B

A method for non-differentiable optimization problems

Pages 3750-3761 | Received 26 Jan 2011, Accepted 30 Aug 2011, Published online: 01 Nov 2011
 

Abstract

We introduce a new method for solving a class of non-smooth unconstrained optimization problems. The method constructs a sequence<texlscub>x k </texlscub>in ℝ n , and at the kth iteration, a search direction h k is considered, where h k is a solution to a variational inequality problem. A convergence theorem for our algorithm model and its discrete version can be easily proved. Furthermore, preliminary computational results show that the new method performs quite well and can compete with other methods.

2000 AMS Subject Classifications :

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