Discrete gradient as applied to the minimization of Lipschitzian functions
type: Item
instance of: scholarly article
title: Discrete gradient as applied to the minimization of Lipschitzian functions
zbMATH Open document ID: 1030.90508
published in: Computational Mathematics and Mathematical Physics
publication date: 2004-02-18T00:00:00Z
review text: This paper deals with the construction of a method for the numerical solution of the following unconstrained minimization problem: \(f(u)\longrightarrow\inf\), \(u\in{\mathbb E}_n\), where \({\mathbb E}_n\) is the \(n\)-dimensional Euclidean space. A method based on the concept of discrete gradient is employed to minimize Lipschitzian functions. The convergence of the method is analyzed. The results of a numerical experiment are presented.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49J52
zbMATH DE Number: 1472985
zbMATH Keywords: Discrete gradient method
zbMATH Keywords: minimization problem
zbMATH Keywords: convergence
zbMATH Keywords: subdifferential
author: A. M. Bagirov
reviewed by: A. Tret'yakov
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1472985