An extension of the quasi-Newton method for minimizing locally Lipschitz functions
We present a method to minimize locally Lipschitz functions. At first, a local quadratic model is developed to approximate a locally Lipschitz function. This model is constructed by using the ϵ-subdifferential. We minimize this local model and compute a search direction. It is shown that this direct...
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| Format: | Article |
| Language: | English |
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Ferdowsi University of Mashhad
2019-10-01
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| Series: | Iranian Journal of Numerical Analysis and Optimization |
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| Online Access: | https://ijnao.um.ac.ir/article_24938_13f0242a35694f1b40dc68793043269f.pdf |