An algorithm for minimizing a certain class of quasidifferentiable functions

Abstract

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).

Locations

• Mathematical programming studies - View
• IIASA PURE (International Institute of Applied Systems Analysis) - View - PDF