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Smoothing approximations to nonsmooth optimization problems

Published online by Cambridge University Press:  17 February 2009

X.Q. Yang
Affiliation:
Department of Mathematics, University of Western Australia, Nedlands, W.A. 6009, Australia.
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Abstract

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We study certain types of composite nonsmooth minimization problems by introducing a general smooth approximation method. Under various conditions we derive bounds on error estimates of the functional values of original objective function at an approximate optimal solution and at the optimal solution. Finally, we obtain second-order necessary optimality conditions for the smooth approximation prob lems using a recently introduced generalized second-order directional derivative.

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Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1995