Title : ( A Novel Approach for Solving Nonsmooth Optimization Problems with Application to Nonsmooth Equations )
Authors: Hamid Reza Erfanian , mohammad hadi noori skandari , Ali Vahidian Kamyad ,Abstract
We present a new approach for solving nonsmooth optimization problems and a system of nonsmooth equations which is based on generalized derivative. For this purpose, we introduce the first order of generalized Taylor expansion of nonsmooth functions and replace it with smooth functions. In other words, nonsmooth function is approximated by a piecewise linear function based on generalized derivative. In the next step, we solve smooth linear optimization problem whose optimal solution is an approximate solution of main problem. Then, we apply the results for solving system of nonsmooth equations. Finally, for efficiency of ourapproach some numerical examples have been presented.
Keywords
, generalized derivative, nonsmooth optimization@article{paperid:1034506,
author = {Erfanian, Hamid Reza and Noori Skandari, Mohammad Hadi and Vahidian Kamyad, Ali},
title = {A Novel Approach for Solving Nonsmooth Optimization Problems with Application to Nonsmooth Equations},
journal = {Journal of Mathematics},
year = {2013},
month = {January},
issn = {2314-4629},
keywords = {generalized derivative; nonsmooth optimization},
}
%0 Journal Article
%T A Novel Approach for Solving Nonsmooth Optimization Problems with Application to Nonsmooth Equations
%A Erfanian, Hamid Reza
%A Noori Skandari, Mohammad Hadi
%A Vahidian Kamyad, Ali
%J Journal of Mathematics
%@ 2314-4629
%D 2013