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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2010, Volume 16, Number 5, Pages 159–169
(Mi timm618)
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$C^2(D)$-integral approximation of nonsmooth functions conserving $\varepsilon(D)$-extremum points
I. M. Prudnikov Saint-Petersburg State University
Abstract:
A new nonlocal approximation method of nonsmooth or not enough smooth functions is considered in the paper. As the result we get twice differentiable functions, conserving to $\varepsilon(D)$-extremum points. Using such functions, a method of second order, converging to $\varepsilon(D)$-stationary points, is constructed. An optimization algorithm, converging to a stationary point with superlinear velocity, is described.
Keywords:
Lipschitz functions, generalized gradients, Clarke subdifferentials, matrices of second derivatives, Newton's methods for Lipschitz functions.
Received: 24.11.2009
Citation:
I. M. Prudnikov, “$C^2(D)$-integral approximation of nonsmooth functions conserving $\varepsilon(D)$-extremum points”, Trudy Inst. Mat. i Mekh. UrO RAN, 16, no. 5, 2010, 159–169
Linking options:
https://www.mathnet.ru/eng/timm618 https://www.mathnet.ru/eng/timm/v16/i5/p159
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