Article ID Journal Published Year Pages File Type
4640762 Journal of Computational and Applied Mathematics 2010 9 Pages PDF
Abstract

A class of constrained nonsmooth convex optimization problems, that is, piecewise C2C2 convex objectives with smooth convex inequality constraints are transformed into unconstrained nonsmooth convex programs with the help of exact penalty function. The objective functions of these unconstrained programs are particular cases of functions with primal–dual gradient structure which has connection with VUVU space decomposition. Then a VUVU space decomposition method for solving this unconstrained program is presented. This method is proved to converge with local superlinear rate under certain assumptions. An illustrative example is given to show how this method works.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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