On the Steepest Descent Method for a Class of Quasi-Differentiable Optimization Problems

Pallaschke, D. & Recht, P. (1984). On the Steepest Descent Method for a Class of Quasi-Differentiable Optimization Problems. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-057

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Abstract

In a recent paper, V.F. Demyanov, S. Gamidov and I. Sivelina developed an algorithm for solving optimization problems, given by smooth compositions of max-type functions.

In this paper the authors apply this algorithm to a larger class of quasidifferentiable functions.

This paper is a contribution to research on nondifferentiable optimization currently underway with the System and Decision Sciences Program.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:55
Last Modified: 27 Aug 2021 17:12
URI: https://pure.iiasa.ac.at/2520

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