A nonsmooth version of the univariate optimization algorithm for locating the nearest extremum (locating extremum in nonsmooth univariate optimization)

• Autorzy: Marek Smietanski
• Języki publikacji: EN

Abstrakty

EN

An algorithm for univariate optimization using a linear lower bounding function is extended to a nonsmooth case by using the generalized gradient instead of the derivative. A convergence theorem is proved under the condition of semismoothness. This approach gives a globally superlinear convergence of algorithm, which is a generalized Newton-type method.

Słowa kluczowe

EN

univariate optimization; unconstrained optimization; linear bounding function; semismooth function

Kategorie tematyczne

• 65K05: Mathematical programming methods
• 49M15: Newton-type methods

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2008
• Tom: 6
• Numer: 3
• Strony: 469-481

Daty

wydano

2008-09-01

online

2008-07-02

Twórcy

autor

Marek Smietanski

• University of Łódz

Bibliografia

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Identyfikatory

DOI

10.2478/s11533-008-0039-3