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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2010, Volume 16, Number 5, Pages 159–169 (Mi timm618)  

$C^2(D)$-integral approximation of nonsmooth functions conserving $\varepsilon(D)$-extremum points

I. M. Prudnikov

Saint-Petersburg State University
References:
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
Bibliographic databases:
Document Type: Article
UDC: 517.9
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Pru10}
\by I.~M.~Prudnikov
\paper $C^2(D)$-integral approximation of nonsmooth functions conserving $\varepsilon(D)$-extremum points
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2010
\vol 16
\issue 5
\pages 159--169
\mathnet{http://mi.mathnet.ru/timm618}
\elib{https://elibrary.ru/item.asp?id=15265842}
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