On the convergence of Clarke's generalized gradient method in minimization problems of Lipschitz functions

MaRDI QIDQ1803088zbMATH OpenFDO

Authors A. Perevozchikov

Publication date 29 June 1993

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

locally Lipschitz functionspeed of convergencestabilitystationary points

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Nonlinear programming (90C30)

Review text

The author gives an algorithm for finding the stationary points for the minimization problem \(q(x)\to\min\), \(x\in E_ n\), where \(q: E_ n\to\mathbb{R}\) is a locally Lipschitz function. One states the convergence and stability of the algorithm, and are given estimates of its speed of convergence. A minimization problem with an inequality constraint is also studied.

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