Evaluating an element of the Clarke generalized Jacobian of a composite piecewise differentiable function

DOI10.1145/2491491.2491493MaRDI QIDQ3189684zbMATH OpenOpenAlexWikidataFDO

Authors Kamil A. Khan, Paul I. Barton

Publication date 12 September 2014

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2491491.2491493

zbMATH Keywords

nonsmooth analysisgeneralized Jacobianpiecewise differentiable functions

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Derivative-free methods and methods using generalized derivatives (90C56)

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(16)

• Evaluating an element of the Clarke generalized Jacobian of a piecewise differentiable function
• Enumeration of subdifferentials of piecewise linear functions with ABS-normal form
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• Solving piecewise linear systems in ABS-normal form
• Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method
• Theory of index-one nonlinear complementarity systems
• Characterizing and testing subdifferential regularity in piecewise smooth optimization
• Generalized derivatives for solutions of parametric ordinary differential equations with non-differentiable right-hand sides
• A semismooth conjugate gradients method – theoretical analysis
• Manifold sampling for optimizing nonsmooth nonconvex compositions
• Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions
• Computationally relevant generalized derivatives: theory, evaluation and applications
• On stable piecewise linearization and generalized algorithmic differentiation
• A vector forward mode of automatic differentiation for generalized derivative evaluation

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Uses Software

• Boost

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