Generalized second-order derivative in nonsmooth optimization

R. Cominetti, R. Correa

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

105 Citas (Scopus)

Resumen

In this work a new notion of generalized second-order directional derivative and generalized Hessian for nonsmooth real-valued functions is studied. The general properties of these mathematical objects are investigated together with some calculus rules that may facilitate their practical computation. Two applications of these derivatives in optimization theory are considered: first, to obtaining necessary and sufficient second-order optimality conditions for problems with or without constraints; and second, to extending the Newton method for the minimization of a c1.1 function.

Idioma originalInglés
Páginas (desde-hasta)789-809
Número de páginas21
PublicaciónSIAM Journal on Control and Optimization
Volumen28
N.º4
DOI
EstadoPublicada - 1990

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