This article is cited in 1 paper

Вычислительные методы и приложения

On evaluation of codifferentials

T. A. Angelov

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes

Abstract: In recent years, a mathematical apparatus for nonsmooth analysis is intensively developing, which allows one to analyze various problems with nonsmooth functions and to solve nondifferentiable optimization problems. For a wide class of nondifferentiable functions, the quasidifferential and codifferential calculus is created. This paper presents the basic elements of a method and software for solving nondifferentiable optimization problems. Several propositions that expand the mathematical theory are proved. This work was supported by the Russian Foundation for Basic Research (project no. 12-01-00752).

Keywords: nonsmooth analysis; nondifferentiable optimization; codifferential.

UDC: 519.6

Received: 19.05.2012