Randomized search directions in descent methods for minimizing certain quasidifferentiable functions

DOI10.1080/02331938608843159zbMath0641.90060OpenAlexW2042099700MaRDI QIDQ3783076

Krzysztof C. Kiwiel

Publication date: 1986

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/2521/1/CP-84-056.pdf

zbMATH Keywords

randomizationnondifferentiable optimizationdescent methodsquasidifferential calculusrandom choice of two search directions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Cites Work

• A quadratic approximation method for minimizing a class of quasidifferentiable functions
• Algorithms for a class of nondifferentiable problems
• Approximation procedures based on the method of multipliers
• On quasidifferentiable mappings
• A linearization method for minimizing certain quasidifferentiable functions
• Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems

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