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