Optimization of upper semidifferentiable functions (Q790713): Difference between revisions

In this paper, we present an implementable algorithm to minimize a nonconvex, nondifferentiable function in \({\mathbb{R}}^ m\). The method generalizes Wolfe's algorithm for convex functions and Mifflin's algorithm for semismooth functions to a broader class of functions, so- called upper semidifferentiable. With this objective, we define a new enlargement of Clarke's generalized gradient that recovers, in a special case, the enlargement proposed by Goldstein. We analyze the convergence of the method and discuss some numerical experiments.