Minimization of discontinuous cost functions by smoothing

DOI10.1023/A:1015298200430zbMath1019.90028OpenAlexW68457430MaRDI QIDQ1610252

José Mario Martínez

Publication date: 19 August 2002

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015298200430

zbMATH Keywords

optimizationalgorithmsaugmented Lagrangians,box-constrained minimizationdiscontinuous cost

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Linear programming (90C05)

Related Items (4)

On the application of an augmented Lagrangian algorithm to some portfolio problems ⋮ On the minimization of possibly discontinuous functions by means of pointwise approximations ⋮ Bias reduction and model selection in misspecified models ⋮ A sequential quadratic Hamiltonian method for solving parabolic optimal control problems with discontinuous cost functionals

This page was built for publication: Minimization of discontinuous cost functions by smoothing