An Effective Nonsmooth Optimization Algorithm for Locally Lipschitz Functions

Nezam Mahdavi-Amiri () and Rohollah Yousefpour ()
Additional contact information
Nezam Mahdavi-Amiri: Sharif University of Technology
Rohollah Yousefpour: University of Mazandaran

Journal of Optimization Theory and Applications, 2012, vol. 155, issue 1, No 9, 180-195

Abstract: Abstract To construct an effective minimization algorithm for locally Lipschitz functions, we show how to compute a descent direction satisfying Armijo’s condition. We present a finitely terminating algorithm to construct an approximating set for the Goldstein subdifferential leading to the desired descent direction. Using this direction, we propose a minimization algorithm for locally Lipschitz functions and prove its convergence. Finally, we implement our algorithm with matrix laboratory (MATLAB) codes and report our testing results. The comparative numerical results attest to the efficiency of the proposed algorithm.

Keywords: Armijo’s condition; Goldstein subdifferential; Lipschitz function; Search direction; Minimization algorithm (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-012-0024-7 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:155:y:2012:i:1:d:10.1007_s10957-012-0024-7

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-012-0024-7

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().