The Minimization of Discontinuous Functions: Mollifier Subgradients

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3643 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3643 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3643 archive 351 disk0/00/00/36/26 2016-01-15 02:01:49 2021-08-27 17:14:12 2016-01-15 02:01:49 monograph show 2 Ermoliev Y.M. 1445 Norkin V.I. AL1055 Wets R.J.-B. AL1370 The Minimization of Discontinuous Functions: Mollifier Subgradients pub iis_met prog_ado To minimize discontinuous functions that arise in the context of systems with jumps, for example, we propose a new approach based on approximation via averaged functions (obtained by convolution with mollifiers). The properties of averaged functions are studied, after it is shown that they can be used in an approximation scheme consistent with minimization. A new notion of subgradient is introduced based on approximations generated by mollifiers, and is exploited in the design of minimization procedures. 1992-09 published WP-92-073 WP-92-073 10 338 2245 2512 public working_paper IIASA, Laxenburg, Austria 25 FALSE info:eu-repo/semantics/book