Problems on Insurance of Catastrophic Risks
Cybernetics and Systems Analysis
On Some Actual Problems of Estimating Risk in Complex Systems under Insufficient Information
Cybernetics and Systems Analysis
Solution of Nonconvex Nonsmooth Stochastic Optimization Problems
Cybernetics and Systems Analysis
Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization
Automation and Remote Control
Smoothing by mollifiers. Part I: semi-infinite optimization
Journal of Global Optimization
Smoothing by mollifiers. Part II: nonlinear optimization
Journal of Global Optimization
Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs
INFORMS Journal on Computing
A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
SIAM Journal on Optimization
Computer Vision and Image Understanding
A derivative-free approximate gradient sampling algorithm for finite minimax problems
Computational Optimization and Applications
Global optimization of bounded factorable functions with discontinuities
Journal of Global Optimization
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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.