Implementation of analytical codifferentiation in MatLab

An approach to the analytical analysis of formulas with nonsmooth functions is developed on the basis of the codifferential calculus proposed by Demyanov and Rubinov. An application program package is implemented in MatLab. Using this package, it is possible to solve the problems in the fields of economics, mathematical diagnostics, the physics of solids and, first of all, to teach students about the theory and methods of multivalued analysis. A friendly user interface allows one to formulate complex expressions for nonsmooth functions and to obtain an exact or approximate codifferential in the form of a vertex set and, in the two-dimensional case, to represent it in a figure. This package also allows one to deal with complex nonsmooth models and to find extremum points when solving optimization problems.