Abstract
In this paper, the unconstrained minimization problem of locally Lipschitz functions is considered. A numerical method for solving such problems based on continuous approximations to the Clarke sub differential is proposed and studied. An algorithm for the construction of the continuous approximations is described. Results of numerical experiments are presented.
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© 1998 Kluwer Academic Publishers, Boston
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Bagirov, A.M., Gadjiev, N.K. (1998). A Monotonous Method for Unconstrained Lipschitz Optimization. In: De Leone, R., Murli, A., Pardalos, P.M., Toraldo, G. (eds) High Performance Algorithms and Software in Nonlinear Optimization. Applied Optimization, vol 24. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3279-4_2
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DOI: https://doi.org/10.1007/978-1-4613-3279-4_2
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