An algorithm for minimizing a certain class of quasidifferentiable functions

An algorithm for minimizing a certain class of quasidifferentiable functions

We consider the problem of minimizing a function which is a smooth composition of max-type functions. We treat this function as quasidifferentiable. A very important property of the algorithm suggested is that at each step it is necessary to consider more than one descent direction (this is due to t...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Demyanov, V. F., Gamidov, S., Sivelina, T. I.
Format: Buchkapitel
Sprache:eng
Schlagworte:
Composite Quasidifferentiable Function
Maximum Function
Steepest Descent Direction
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Beschreibung
Zusammenfassung:We consider the problem of minimizing a function which is a smooth composition of max-type functions. We treat this function as quasidifferentiable. A very important property of the algorithm suggested is that at each step it is necessary to consider more than one descent direction (this is due to the quasidifferentiability of the function).
ISSN:0303-3929
2364-8201
DOI:10.1007/BFb0121138