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Luderer, Bernd; Weigelt, Jörg : A solution method for a special class of nondifferentiable functions

Luderer, Bernd ; Weigelt, Jörg : A solution method for a special class of nondifferentiable functions

Author(s):
Luderer, Bernd
Weigelt, Jörg
Title:
A solution method for a special class of nondifferentiable functions
Electronic source:
application/postscript
Preprint series:
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 13, 2002
Mathematics Subject Classification:
90C30 [ Nonlinear programming ]
65K05 [ Mathematical programming ]
26A27 [ Nondifferentiability , discontinuous derivatives ]
Abstract:
For quasidifferentiable functions a generalized gradient algorithm is proposed. Its behaviour is studied in detail for the special class of continuously subdifferentiable functions. Numerical test results are given both for subdifferentiable and quasidifferentiable functions and compared with results from a paper of Bagirov (2000).
Keywords:
nonsmooth optimization, quasidifferential calculus, unconstrained minimization, subdifferentiable functions, steepest descent method
Language:
English
Publication time:
11 / 2002