Quasidifferentiable Functions: Necessary Conditions and Descent Directions

Demyanov VF (1983). Quasidifferentiable Functions: Necessary Conditions and Descent Directions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-064

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Abstract

In this paper the author studies the necessary conditions for an extremum when either the function to be optimized or the function describing the set on which optimization must be carried out is nondifferentiable. The author's main concern is with quasidifferentiable functions but smooth and convex cases are also discussed.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:53
Last Modified: 03 Aug 2016 05:06
URI: http://pure.iiasa.ac.at/2248

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