Modern Nonconvex Nondifferentiable Optimization

DOI10.1137/1.9781611976748zbMath1489.90001OpenAlexW4206529845MaRDI QIDQ5033059

Jong-Shi Pang, Ying Cui

Publication date: 22 February 2022

Full work available at URL: https://doi.org/10.1137/1.9781611976748

zbMATH Keywords

uncertaintynonsmooth analysisvariational inequalitiesrobustnesspenalizationstationarityvalue functioncomputational algorithmsrobustificationnonconvexitynondifferentiabilitysurrogationnonconvex game problemsstatistics-based learning

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Quadratic programming (90C20) Fractional programming (90C32) Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Robustness in mathematical programming (90C17)

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