|
Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2010, Volume 16, Number 5, Pages 159–169
(Mi timm618)
|
|
|
|
C2(D)-integral approximation of nonsmooth functions conserving ε(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 ε(D)-extremum points. Using such functions, a method of second order, converging to ε(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, “C2(D)-integral approximation of nonsmooth functions conserving ε(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
|
Statistics & downloads: |
Abstract page: | 400 | Full-text PDF : | 126 | References: | 81 | First page: | 10 |
|