On evaluation of codifferentials

Authors

  • T.A. Angelov St Petersburg University

Keywords:

nonsmooth analysis, nondifferentiable optimization, codifferential

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).

Author Biography

T.A. Angelov

St Petersburg University,
Faculty of Applied Mathematics and Control Processes
Universitetskii prospekt 35, Petergof, Saint Petersburg, 198504, Russia
• PhD Student

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Published

04-03-2013

How to Cite

Ангелов Т. On Evaluation of Codifferentials // Numerical Methods and Programming (Vychislitel’nye Metody i Programmirovanie). 2013. 14. 113-122

Issue

Section

Section 1. Numerical methods and applications