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Minimization of Discontinuous Cost Functions by Smoothing

Minimization of Discontinuous Cost Functions by Smoothing The minimization of functions that include discontinuous costs is considered. Sufficient conditions are introduced under which a smoothing scheme converges to the solution of the original problem. Some examples are presented and the numerical behavior of the proposed approach is commented upon. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

Minimization of Discontinuous Cost Functions by Smoothing

Acta Applicandae Mathematicae , Volume 71 (3) – Oct 10, 2004

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References (18)

Publisher
Springer Journals
Copyright
Copyright © 2002 by Kluwer Academic Publishers
Subject
Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1023/A:1015298200430
Publisher site
See Article on Publisher Site

Abstract

The minimization of functions that include discontinuous costs is considered. Sufficient conditions are introduced under which a smoothing scheme converges to the solution of the original problem. Some examples are presented and the numerical behavior of the proposed approach is commented upon.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Oct 10, 2004

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