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A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization

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Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 17))

Abstract

An algorithm is given for finding stationary points for constrained minimization problems having locally Lipschitz problem functions that are not necessarily convex or differentiable but are semismooth.

This material is based upon work supported by the National Science Foundation under Grant No. MCS 78-06716.

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References

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D. C. Sorensen R. J.- B. Wets

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© 1982 The Mathematical Programming Society, Inc.

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Mifflin, R. (1982). A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization. In: Sorensen, D.C., Wets, R.J.B. (eds) Nondifferential and Variational Techniques in Optimization. Mathematical Programming Studies, vol 17. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120960

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  • DOI: https://doi.org/10.1007/BFb0120960

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00814-6

  • Online ISBN: 978-3-642-00815-3

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