Nonsmooth Analysis


Nonsmooth Analysis & Applied Optimization (Seminar)

Format & Dates

Beginning 27.10.2011, the seminar will be held in Rogowski 328 at 14:00.

The seminar will be organized as follows: The first lectures will introduce the general topics and preliminary results in Nonsmooth Analysis. Following this, students will present material from the literature exploring further topics of interest.

Information

A fundamental problem in dealing with applying continuous optimization calculus-based tools is that often one encounters nondifferentiable functions that need to be optimized. Nonsmooth analysis looks at extending notions from the standard calculus to such functions. We wil first look at the subgradient which generalizes differentiation to nonsmooth functions and develop versions of the familiar sum, product, and chain rules. Particular applications and numerical considerations will be studied, depending on student interests.

The working language of the seminar will be English. See also the Campus entry.

Literature
  • R.T. Rockafellar, Convex Analysis, Princeton, 1996.
  • Frank H. Clarke, Nonsmooth Analysis and Optimization, SIAM, 1987.
  • F.H. Clarke, Yu. S. Ledyaev, R.J. Stern, P.R. Wolenski, Nonsmooth Analysis and Control Theory, Springer, 1997.
  • Additional papers.
Last modified: 2014/08/04 11:58