An Algorithm for Minimizing a Certain Class of Quasidifferentiable Functions

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2195 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2195 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2195 archive 351 disk0/00/00/21/90 2016-01-15 01:52:56 2021-08-27 17:11:17 2016-01-15 01:52:56 monograph show 2 Demyanov V.F. AL1612 Gamidov S. Sivelina T.I. An Algorithm for Minimizing a Certain Class of Quasidifferentiable Functions pub iis_met prog_sds One interesting and important class of nondifferentiable functions is that produced by smooth compositions of max-type functions. Such functions are of practical value and have been studied extensively by several researchers. We treat them as quasidifferentiable functions and analyze them using quasidifferential calculus. One special subgroup of this class of functions (namely, the sum of a max-type function and a min-type function) has been studied by T.I. Sivelina. The main feature of the algorithm described in the present paper is that at each step it is necessary to consider a bundle of auxiliary directions and points, of which only one can be chosen for the next step. This requirement seems to arise from the intrinsic nature of nondifferentiable functions. 1983-12 published WP-83-122 WP-83-122 2579 public working_paper IIASA, Laxenburg, Austria 15 FALSE info:eu-repo/semantics/book