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Lecture by David Dobson, May 26, 2:30 - 3:30 pmIntroduction to nondifferentiable optimizationOptimization problems formulated in terms of smooth functions often lead in natural ways to optimization of a nondifferentiable objective. Perhaps the simplest example involves minimizing the supremum of two smooth functions; another common situation is the optimization of eigenvalues. Under minimal assumptions, extrema of such nonsmooth objectives can still be characterized in terms of "generalized derivatives", and many of the familiar techniques from the calculus of variations can be extended in this framework. This lecture provides a brief and somewhat superficial overview. |
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| Department of Mathematics VIGRE University of Utah | ||