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AN ALGORITHM TO MINIMIZED LOCALLY LIPSCHITZIAN FUNCTION

AN ALGORITHM TO MINIMIZED LOCALLY LIPSCHITZIAN FUNCTION
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摘要 This paper gives a method of descent for the locally Lipschitzian function. It is assumed that the generalized subgradient set of the differentiable point is a singleton point. We introduce an implementable algorithm which is globally convergent. Numerical examples show the implementation and efficiency of the algorithm . This paper gives a method of descent for the locally Lipschitzian function. It is assumed that the generalized subgradient set of the differentiable point is a singleton point. We introduce an implementable algorithm which is globally convergent. Numerical examples show the implementation and efficiency of the algorithm .
关键词 LOCALLY LIPSCHITZIAN FUNCTION SUBGRADIENT convergence. Locally Lipschitzian function,subgradient,convergence.
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