• 제목/요약/키워드: quasi-convex objective function

검색결과 2건 처리시간 0.073초

ON SURROGATE DUALITY FOR ROBUST SEMI-INFINITE OPTIMIZATION PROBLEM

  • Lee, Gue Myung;Lee, Jae Hyoung
    • 충청수학회지
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    • 제27권3호
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    • pp.433-438
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    • 2014
  • A semi-infinite optimization problem involving a quasi-convex objective function and infinitely many convex constraint functions with data uncertainty is considered. A surrogate duality theorem for the semi-infinite optimization problem is given under a closed and convex cone constraint qualification.

A QUASI-NEWTON BUNDLE METHOD BASED ON APPROXIMATE SUBGRADIENTS

  • Jie, Shen;Pang, Li-Ping
    • Journal of applied mathematics & informatics
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    • 제23권1_2호
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    • pp.361-367
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    • 2007
  • In this paper we propose an implementable method for solving a nonsmooth convex optimization problem by combining Moreau-Yosida regularization, bundle and quasi-Newton ideas. The method we propose makes use of approximate subgradients of the objective function, which makes the method easier to implement. We also prove the convergence of the proposed method under some additional assumptions.