Introduction, motivation
Optimization and convexity
Article REF: AF1253 V1
Introduction, motivation
Optimization and convexity

Author : Claude LEMARÉCHAL

Publication date: April 10, 2008 | Lire en français

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1. Introduction, motivation

The typical problem dealt with in this dossier is the optimization of a function whose derivatives have singularities. We denote this problem :

minθ(u),un

(the reason for our notation q (u ) instead of the usual f (x ) will be explained in § 1.2.1

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