Constructing a sequence of discrete Hessian matrices of an SC^1 function uniformly convergent to the generalized Hessian matrix

DOI10.1007/S10107-008-0238-5MaRDI QIDQ847841zbMATH OpenOpenAlexFDO

Authors Rohollah Yousefpour, Nezam Mahdavi-Amiri

Publication date 19 February 2010

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-008-0238-5

zbMATH Keywords

generalized Hessian matrixsemismooth functiondiscrete Hessian matrix

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• scientific article; zbMATH DE number 3813358 (Why is no real title available?)
• scientific article; zbMATH DE number 4048478 (Why is no real title available?)
• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
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• A nonsmooth version of Newton's method
• Approximate Newton methods for nonsmooth equations
• Continuous approximations to generalized jacobians
• Continuous subdifferential approximations and their applications
• Generalized Hessian for \(C^{1,1}\) functions in infinite dimensional normed spaces
• Globally convergent BFGS method for nonsmooth convex optimization
• Minimization of \(SC^ 1\) functions and the Maratos effect
• Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
• Nonsmooth Analysis: Differential Calculus of Nondifferentiable Mappings
• On Generalized Second-Order Derivatives and Taylor Expansions in Nonsmooth Optimization
• On a characterization of \(C^{1,1}\) functions
• Optimization and nonsmooth analysis
• Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
• Semismooth and Semiconvex Functions in Constrained Optimization
• Set-valued approximations and Newton's methods
• Sufficient Conditions for the Generalized Problem of Bolza

Cited in

(1)

• A Probabilistic Approach to the Generalized Hessian

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