Discrete gradient as applied to the minimization of Lipschitzian functions
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.
scientific article; zbMATH DE number 1472985