Minimization of Locally Lipschitzian Functions
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Cited in
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- An effective nonsmooth optimization algorithm for locally Lipschitz functions
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- Optimization problems with equilibrium constraints and their numerical solution.
- Local minimizers of functionals with multiple volume constraints
- Iteration functions in some nonsmooth optimization algorithms
- An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
- Computing optimal incentives via bilevel programming
- Local minima, marginal functions, and separating hyperplanes in discrete optimization
- An extension of the quasi-Newton method for minimizing locally Lipschitz functions
- A syncro-parallel nonsmooth PGD algorithm for nonsmooth optimization
- On superlinear convergence in univariate nonsmooth minimization
- A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints
- Nonmonotone bundle-type scheme for convex nonsmooth minimization
- Local minimizers and rearrangements
- Discrete gradient as applied to the minimization of Lipschitzian functions
- An SQP algorithm for extended linear-quadratic problems in stochastic programming
- On piecewise quadratic Newton and trust region problems
- A trust region algorithm for solving bilevel programming problems
- On an algorithm solving two-level programming problems with nonunique lower level solutions
- Global convergence of line search method for nonsmooth optimization
- A SIMPLE DERIVATION OF SUFFICIENT CONDITIONS FOR A LOCAL MINIMUM OF A LIPSCHITZIAN FUNCTION
- Some brief observations in minimizing the sum of locally Lipschitzian functions
- A numerical approach to optimization problems with variational inequality constraints
- On minimization of locally Lipschitzian functions
- Nonmonotone trust region method for solving optimization problems
- Cost approximation algorithms with nonmonotone line searches for a general class of nonlinear programs
- scientific article; zbMATH DE number 433002 (Why is no real title available?)
- Multistage quadratic stochastic programming
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- Nonmonotone stabilization methods for nonlinear equations
- Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems
- A trust region method for minimization of nonsmooth functions with linear constraints
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