Smooth minimization of non-smooth functions

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Summary

A new approach for constructing efficient schemes for non-smooth convex optimization is proposed, based on a special smoothing technique, which can be applied to functions with explicit max-structure, and can be considered as an alternative to black-box minimization.

Type
article
Published
2005-05-01
Cited by
2,977
References
15

Keywords

Smoothing, Mathematics, Minification, Mathematical optimization, Regular polygon

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