Abstract
An algorithm for minimizing those quasidifferentiable functions that are smooth compositions of max-type functions is given. At each iteration several search directions are found by solving a number of quadratic programming subproblems. Then an Armijo-type search is performed simultaneously along all the search directions to produce the next approximation to a solution. Quasidifferential calculus is used to establish the global convergence of the algorithm to infstationary points.
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© 1986 The Mathematical Programming Society, Inc.
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Kiwiel, K.C. (1986). A linearization method for minimizing certain quasidifferentiable functions. In: Demyanov, V.F., Dixon, L.C.W. (eds) Quasidifferential Calculus. Mathematical Programming Studies, vol 29. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121139
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DOI: https://doi.org/10.1007/BFb0121139
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