Applied mathematics

Finding stationary points of functions allowing nonhomogenious approximations of augment

M. E. Abbasov

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

Abstract: Two approaches for constructing first degree approximations of a nonsmooth function (by means of exhausters and coexhausters) are studied. Advantages and disadvantages of each of them are discussed. A numerical method for finding stationary points of functions allowing nonhomogenious approximations of augment is presented. Convergence of this algorithm is proved.

Keywords: nonsmooth analysis, nondifferentiable optimization, codifferentiable functions, exhausters, coexhausters.

UDC: 519.3+519.7


Accepted: October 20, 2011