Lyapunov methods in nonsmooth optimization, Part I: Quasi-Newton algorithms for Lipschitz, regular functions

被引:0
作者
Teel, AR [1 ]
机构
[1] Univ Calif Santa Barbara, ECE Dept, Santa Barbara, CA 93106 USA
来源
PROCEEDINGS OF THE 39TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 2000年
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A recent converse Lyapunov theorem for differential inclusions is used to generate a large class of algorithms for nonsmooth optimization. Particular attention is given to quasi-Newton algorithms for the minimization of locally Lipschitz, regular functions.
引用
收藏
页码:110 / 117
页数:8
相关论文
共 25 条
[1]   On the projected subgradient method for nonsmooth convex optimization in a Hilbert space [J].
Alber, YI ;
Iusem, AN ;
Solodov, MV .
MATHEMATICAL PROGRAMMING, 1998, 81 (01) :23-35
[2]  
[Anonymous], 1985, NONDIFFERENTIABLE OP
[3]  
BERTSEKAS DP, 1995, NONLINEAR PROGRAMMIN
[4]  
Clarke, 1990, OPTIMIZATION NONSMOO, DOI DOI 10.1137/1.9781611971309
[5]   Asymptotic stability and smooth Lyapunov functions [J].
Clarke, FH ;
Ledyaev, YS ;
Stern, RJ .
JOURNAL OF DIFFERENTIAL EQUATIONS, 1998, 149 (01) :69-114
[6]  
Filippov A.F., 1988, MATH ITS APPL SOVIET, V18
[8]  
Kiwiel KC, 1985, METHODS DESCENT NOND
[9]  
LEMARECHAL C, 1989, OP RES MAN SCI, V1
[10]  
LEMARECHAL C, 1981, NONLINEAR PROGRAMMIN, V4