Computationally relevant generalized derivatives: theory, evaluation and applications
From MaRDI portal
Publication:4685596
DOI10.1080/10556788.2017.1374385zbMath1401.49016OpenAlexW2755905518MaRDI QIDQ4685596
Harry A. J. Watson, Kamil A. Khan, Paul I. Barton, Peter G. Stechlinski
Publication date: 9 October 2018
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2017.1374385
nonsmooth analysissensitivity analysisClarke's generalized Jacobianpiecewise differentiable functionslexicographic directional derivativesnonsmooth dynamic optimizationnonsmooth equation-solvingvector forward mode of automatic differentiation (AD)
Derivative-free methods and methods using generalized derivatives (90C56) Newton-type methods (49M15) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Sensitivity analysis for optimization problems on manifolds (49Q12) Numerical methods for variational inequalities and related problems (65K15)
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Uses Software
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