scientific article; zbMATH DE number 1533103

Publication date 6 March 2001

algorithm Clarke generalized gradient max-type functions systems of linear inequalities

Discrete approximations in optimal control (49M25) Numerical optimization and variational techniques (65K10)

The present paper refers to the Clarke generalized gradient for a smooth composition of max-type functions of the form \[ f(x)= g\Biggl(x, \max_{j\in J_1} f_{1j}(x),\dots, \max_{j\in J_m} f_{mj}(x)\Biggr), \] where \(x\in\mathbb{R}^n\), \(J_i\) \((i= 1,\dots, m)\) are finite index sets, \(g\) and \(f_{ij}\), \(j\in J_i\) \((i= 1,\dots, m)\) are continuously differentiable on \(\mathbb{R}^{m+ n}\) and \(\mathbb{R}^n\), respectively. An algorithm is presented that can be used to find an element of the Clarke generalized gradient for \(f\), by determining the compatibility of systems of linear inequalities less than \(\sum^{m-1}_{i=1} \text{card }J_i(x)\) times.

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