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来源类型 | Article |
规范类型 | 其他 |
DOI | 10.1137/S0363012992238369 |
The minimization of semicontinuous functions: Mollifier subgradients. | |
Ermoliev YM; Norkin VI; Wets RJ-B | |
发表日期 | 1995 |
出处 | SIAM Journal on Control and Optimization 33 (1): 149-167 |
出版年 | 1995 |
语种 | 英语 |
摘要 | 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. |
主题 | Risk, Policy, and Complexity (RPC) |
关键词 | impulse control discrete events systems averaged functions subgradients subdifferentiability stochastic quasi-gradients epi-convergence |
URL | http://pure.iiasa.ac.at/id/eprint/4252/ |
来源智库 | International Institute for Applied Systems Analysis (Austria) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127359 |
推荐引用方式 GB/T 7714 | Ermoliev YM,Norkin VI,Wets RJ-B. The minimization of semicontinuous functions: Mollifier subgradients.. 1995. |
条目包含的文件 | 条目无相关文件。 |
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