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Minimizing and Stationary Sequences of Convex Constrained Minimization Problems

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  • Y. R. He

    (Chinese University of Hong Kong)

Abstract

In the asymptotic analysis of the minimization problem for a nonsmooth convex function on a closed convex set X in ℝn, one can consider the corresponding problem of minimizing a smooth convex function F on ℝn, where F denotes the Moreau–Yosida regularization of f. We study the interrelationship between the minimizing/stationary sequence for f and that for F. An algorithm is given to generate iteratively a possibly unbounded sequence, which is shown to be a minimizing sequence of f under certain regularity and uniform continuity assumptions.

Suggested Citation

  • Y. R. He, 2001. "Minimizing and Stationary Sequences of Convex Constrained Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 111(1), pages 137-153, October.
    • Handle: RePEc:spr:joptap:v:111:y:2001:i:1:d:10.1023_a:1017575415432
    DOI: 10.1023/A:1017575415432
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    References listed on IDEAS

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    1. Correa Romar, 2014. "Mathematical Foci," Mathematical Economics Letters, De Gruyter, vol. 2(1-2), pages 5-11, August.
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