A method for minimization of quasidifferentiable functions

Title: A method for minimization of quasidifferentiable functions
Creator: Bagirov, Adil
Date: 2002
Type: Text; Journal article
Identifier: http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/68055
Identifier: vital:65
Identifier: https://doi.org/10.1080/10556780290027837
Identifier: ISSN:1055-6788
Abstract: In this paper, we propose a new method for the unconstrained minimization of a function presented as a difference of two convex functions. This method is based on continuous approximations to the Demyanov-Rubinov quasidifferential. First, a terminating algorithm for the computation of a descent direction of the objective function is described. Then we present a minimization algorithm and study its convergence. An implementable version of this algorithm is discussed. Finally, we report the results of preliminary numerical experiments.; C1
Publisher: Elsevier
Relation: Optimization Methods and Software Vol. 17, no. 1 (2002), p. 31-60
Rights: This metadata is freely available under a CCO license
Subject: 0103 Numerical and Computational Mathematics; Continuous approximation; Quasidifferential; Subdifferential
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