Are there any examples of solving for the global maximum of a non-differentiable function where you:
- Construct a series of differentiable functions that approach the non-differentiable function in the limit
- Show the maximum of each differentiable function converges to some value, which is thus your answer.
For all I know, the procedure above is fatally flawed (or there are trivial examples, I would be most interested in non-trivial examples) in some way, if that is the case let me know.
I am specifically interested in examples involving absolute values.