On the convexification procedure for nonconvex and nonsmooth infinite dimensional optimization problems (Q1190317)

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scientific article; zbMATH DE number 57290
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On the convexification procedure for nonconvex and nonsmooth infinite dimensional optimization problems
scientific article; zbMATH DE number 57290

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    On the convexification procedure for nonconvex and nonsmooth infinite dimensional optimization problems (English)
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    27 September 1992
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    The paper gives a generalization and modification of a convexification procedure of \textit{D. P. Bertsekas} [J. Optimization Theory Appl. 29, 169- 197 (1979; Zbl 0389.90080)] for infinite dimensional, nonsmooth and nonconvex optimization problems. A nonconvex minimization problem is being transformed into a convex parametrical minimization problem and an additional minimization of an everywhere Fréchet differentiable nonconvex function. The convexification of the nonconvex cost function \(f\) to ensue by means of a strongly convex function \(g\), so that \(f+g\) is also a strongly convex function. One can prove a connection with the duality theory of \textit{J. F. Toland} [J. Math. Anal. Appl. 66, 399-415 (1978; Zbl 0403.90066)] and give a descent method for the original problem.
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    convexification
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    infinite dimensional, nonsmooth and nonconvex optimization
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    descent method
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