Nondifferential optimization via adaptive smoothing

The problem of minimizing a nondifferential functionx →f(x) (subject, possibly, to nondifferential constraints) is considered. Conventional algorithms are employed for minimizing a differential approximationf∈ off (subject to differentiable approximations ofg). The parameter ɛ is adaptively reduced in such a way as to ensure convergence to points satisfying necessary conditions of optimality for the original problem.