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

Guy Cohen, Jean Francois Balducchi

Research output: Contribution to conferencePaperpeer-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 languageEnglish
Pages891-899
Number of pages9
StatePublished - 1981
EventProceedings Eighteenth Annual Allerton Conference on Communication, Control, and Computing - Monticello, United States
Duration: 8 Oct 198011 Oct 1980

Conference

ConferenceProceedings Eighteenth Annual Allerton Conference on Communication, Control, and Computing
Country/TerritoryUnited States
CityMonticello
Period8/10/8011/10/80

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