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Nondifferentiable optimization. (English) Zbl 0581.90072
Computational mathematical programming, Proc. NATO Adv. Study Inst., Bad Windsheim/Ger. 1984, NATO ASI Ser., Ser. F 15, 323-356 (1985).
[For the entire collection see Zbl 0566.00033.]
The author deals with the basic features of the two main direct approaches in nonsmooth optimization (functions having discontinuous first derivatives), namely the subgradient concept and the bundle concept and with a second order model (not yet implemented).
Reviewer: J.Abaffy

MSC:
90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming
65K05 Numerical mathematical programming methods
65K10 Numerical optimization and variational techniques