New Algorithm for Nondifferentiable Optimization and its Use for Computing Saddle Points

Guy Cohen; Jean Francois Balducchi

New Algorithm for Nondifferentiable Optimization and its Use for Computing Saddle Points

Guy Cohen, Jean Francois Balducchi

Department of Electrical & Computer Engineering

Research output: Contribution to conference › Paper › peer-review

1 Scopus citations

Abstract

The problem of maximizing a concave nondifferentiable functional on a closed convex subset of a Banach space is considered. The authors propose a new algorithm which yields not only the argument of the maximum in the limit, but also that subgradient involved in the necessary and sufficient optimality conditions. The relevance of this algorithm is shown for computing a saddle point of a convex-concave Lagrangian-like functional when the argument of the inner minimum in the maximum approach is nonunique.

Original language	English
Pages	891-899
Number of pages	9
State	Published - 1981
Event	Proceedings Eighteenth Annual Allerton Conference on Communication, Control, and Computing - Monticello, United States Duration: 8 Oct 1980 → 11 Oct 1980

Conference

Conference	Proceedings Eighteenth Annual Allerton Conference on Communication, Control, and Computing
Country/Territory	United States
City	Monticello
Period	8/10/80 → 11/10/80

Cite this

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title = "New Algorithm for Nondifferentiable Optimization and its Use for Computing Saddle Points",

abstract = "The problem of maximizing a concave nondifferentiable functional on a closed convex subset of a Banach space is considered. The authors propose a new algorithm which yields not only the argument of the maximum in the limit, but also that subgradient involved in the necessary and sufficient optimality conditions. The relevance of this algorithm is shown for computing a saddle point of a convex-concave Lagrangian-like functional when the argument of the inner minimum in the maximum approach is nonunique.",

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year = "1981",

language = "English",

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note = "Proceedings Eighteenth Annual Allerton Conference on Communication, Control, and Computing ; Conference date: 08-10-1980 Through 11-10-1980",

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AU - Cohen, Guy

AU - Balducchi, Jean Francois

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Y1 - 1981

N2 - The problem of maximizing a concave nondifferentiable functional on a closed convex subset of a Banach space is considered. The authors propose a new algorithm which yields not only the argument of the maximum in the limit, but also that subgradient involved in the necessary and sufficient optimality conditions. The relevance of this algorithm is shown for computing a saddle point of a convex-concave Lagrangian-like functional when the argument of the inner minimum in the maximum approach is nonunique.

AB - The problem of maximizing a concave nondifferentiable functional on a closed convex subset of a Banach space is considered. The authors propose a new algorithm which yields not only the argument of the maximum in the limit, but also that subgradient involved in the necessary and sufficient optimality conditions. The relevance of this algorithm is shown for computing a saddle point of a convex-concave Lagrangian-like functional when the argument of the inner minimum in the maximum approach is nonunique.

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M3 - Paper

AN - SCOPUS:84913165332

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T2 - Proceedings Eighteenth Annual Allerton Conference on Communication, Control, and Computing

Y2 - 8 October 1980 through 11 October 1980

ER -

New Algorithm for Nondifferentiable Optimization and its Use for Computing Saddle Points

Abstract

Conference

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