Approximating Clarke's subgradients of semismooth functions by divided differences

DOI10.1007/S11075-007-9069-3MaRDI QIDQ877273zbMATH OpenOpenAlexFDO

Authors Rahmo El-Desouky, Marcin Studniarski

Publication date 19 April 2007

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-007-9069-3

zbMATH Keywords

algorithmClarke's subgradientsconvergencenondifferentiable functionsnumerical examplessemismooth functions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46)

Review text

The aim of this paper is to demonstrate that the algorithm proposed by \textit{M. Studniarski} [Numer. Math. 55, 685--693 (1989; Zbl 0671.65044)] can be extended to a more general class of nonsmooth functions. That class is the one of semismooth functions introduced by \textit{R. Mifflin} [SIAM J. Control Optim. 15, 959--972 (1977; Zbl 0376.90081)]. A semismooth function has generalized gradients in the sense of Clarke and one-sided directional derivatives in every direction. The algorithm in the present paper works only for functions of two variables. Its convergence is demonstrated and some numerical tests are presented.

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Cited in

(4)

• Nonsmooth calculus of semismooth functions and maps
• Conservative and semismooth derivatives are equivalent for semialgebraic maps
• scientific article; zbMATH DE number 3975736 (Why is no real title available?)
• scientific article; zbMATH DE number 812526 (Why is no real title available?)

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