On constrained optimization problems with nonsmooth cost functionals. (English) Zbl 0651.90064
The authors present a computational procedure for minimizing a class of \(L_ 1\)-functionals subject to conventional as well as functional constraints. A concept of enforced smoothing is introduced to “smooth” the cost functional constraints. Using this concept together with a method of converting the functional constraints into conventional equality constraints, the authors obtain a standard nonlinearly constrained mathematical programming problem, which can be solved by any standard optimization software package.
Reviewer: G.Chen
MSC:
| 90C30 | Nonlinear programming |
| 49M37 | Numerical methods based on nonlinear programming |
| 65K05 | Numerical mathematical programming methods |
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