Title :
On a continuous method for minimizing of nonsmooth functions
Author :
Lyudmila N. Polyakova;Vladimir V. Karelin
Author_Institution :
Saint Petersburg State University, 7/9 Universitetskaya nab., 199034, Russia
Abstract :
A method for minimizing of functions from one class of nonsmooth functions (namely, continuously hypodifferentiable functions) is considered. In it a direction of descent is found by projecting the zero element on a continuous hypodifferential. Step multipliers are calculated either from the Armijo condition or from a one-dimensional optimization. Theorems of convergence are proved.
Keywords :
"Electronic mail","Gradient methods","Minimization","Level set","Quadratic programming","Convergence"
Conference_Titel :
"Stability and Control Processes" in Memory of V.I. Zubov (SCP), 2015 International Conference
DOI :
10.1109/SCP.2015.7342133