On the convergence of Clarke's generalized gradient method in minimization problems of Lipschitz functions (Q1803088)

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scientific article; zbMATH DE number 220229
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On the convergence of Clarke's generalized gradient method in minimization problems of Lipschitz functions
scientific article; zbMATH DE number 220229

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    On the convergence of Clarke's generalized gradient method in minimization problems of Lipschitz functions (English)
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    29 June 1993
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    The author gives an algorithm for finding the stationary points for the minimization problem \(q(x)\to\min\), \(x\in E_ n\), where \(q: E_ n\to\mathbb{R}\) is a locally Lipschitz function. One states the convergence and stability of the algorithm, and are given estimates of its speed of convergence. A minimization problem with an inequality constraint is also studied.
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    stationary points
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    locally Lipschitz function
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    stability
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    speed of convergence
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