Geodesic
On an Algorithm in Nondifferential Convex Optimization
Yugoslav journal of operations research, Tome 23 (2013) no. 1, p. 59 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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In this paper an algorithm for minimization of a nondifferentiable function is presented. The algorithm uses the Moreau-Yosida regularization of the objective function and its second order Dini upper directional derivative. The purpose of the paper is to establish general hypotheses for this algorithm, under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of the convergence.
Classification : 90C30, 90C25, 65K05.
Keywords: Moreau-Yosida regularization, non-smooth convex optimization, directional derivative, second order Dini upper directional derivative, uniformly convex functions. 
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     author = {Nada {\DJ}uranovi\'c-Mili\v{c}i\'c and Milanka Garda\v{s}evi\'c-Filipovi\'c},
     title = {On an {Algorithm} in {Nondifferential} {Convex} {Optimization}},
     journal = {Yugoslav journal of operations research},
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     year = {2013},
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     number = {1},
     language = {en},
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Nada Đuranović-Miličić; Milanka Gardašević-Filipović. On an Algorithm in Nondifferential Convex Optimization. Yugoslav journal of operations research, Tome 23 (2013) no. 1, p. 59 . http://geodesic.mathdoc.fr/item/YJOR_2013_23_1_a4/