Hindawi Publishing Corporation
Journal of Mathematics
Volume 2013, Article ID 750834, 10 pages
http://dx.doi.org/10.1155/2013/750834
Research Article
A Novel Approach for Solving Nonsmooth Optimization
Problems with Application to Nonsmooth Equations
Hamid Reza Erfanian, M. H. Noori Skandari, and A. V. Kamyad
Department of Applied Mathematics, Ferdowsi University of Mashhad, Mashhad 9177948953, Iran
Correspondence should be addressed to Hamid Reza Erfanian; erfanian@usc.ac.ir
Received 29 August 2012; Accepted 19 November 2012
Academic Editor: Ellina Grigorieva
Copyright © 2013 Hamid Reza Erfanian et al. Tis is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
We present a new approach for solving nonsmooth optimization problems and a system of nonsmooth equations which is based
on generalized derivative. For this purpose, we introduce the frst order of generalized Taylor expansion of nonsmooth functions
and replace it with smooth functions. In other words, nonsmooth function is approximated by a piecewise linear function based
on generalized derivative. In the next step, we solve smooth linear optimization problem whose optimal solution is an approximate
solution of main problem. Ten, we apply the results for solving system of nonsmooth equations. Finally, for efciency of our
approach some numerical examples have been presented.
1. Introduction
As we all know, many problems of considerable practical
importance can be related to the solution of nonsmooth
optimization of problems (NSOPs) and system of nonsmooth
equations. In general, optimization a function is one of the
most important problems of real life and plays a fundamental
role in mathematics and its applications in the other disci-
plines such as control theory, optimal control, engineering,
and economics.
Nonsmooth optimization is one of the research areas in
computational mathematics, applied mathematics, and engi-
neering design optimization and also is widely used in many
of practical problems. It is necessary to know that several
important methods for solving difcult smooth problems
lead directly to the need to solve nonsmooth problems, which
are either smaller in dimension or simpler in structure. For
instance, decomposition methods for solving very large scale
smooth problems produce lower-dimensional nonsmooth
problems; penalty methods for solving constrained smooth
problems result in unconstrained nonsmooth problems; non-
smooth equation methods for solving smooth variational
inequalities and smooth nonlinear complementarity prob-
lems give arise to systems of nonsmooth equations (see
[1]).
Te well-known methods for nonsmooth optimization
include subgradient method, cutting-planes method, analytic
center cutting-planes method, bundle method, trust region
method, and bundle trustering method (see [2]).
Note that the most difcult type of optimization problem
to solve is a nonsmooth problem. Nonsmooth optimization
refers to the more general problem of minimizing functions
that are typically not diferentiable at their minimizers. Te
focus of this paper is the numerical solution of NSOPs and
system of nonsmooth equations. Te techniques for solving
the minimization problems and nonsmooth equations are
closely related.
Te outline of the paper is as follows. In Section 2, we
introduce the reader to a new generalized derivative (GD) for
one variable and multivariable functions (see Kamyad et al.
[3]). A new approach for NSOP based on GD is studied in
Section 3. Also, using the last section, an approach for solving
system of nonsmooth equations is considered in Section 4.
Some conclusive remarks are given in Section 5. Finally, we