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On the numerical treatment of the inclusion 0\(\in \partial f(x)\). (English) Zbl 0663.65064

Topics in nonsmooth mechanics, 267-294 (1988).
[For the entire collection see Zbl 0646.00014.]
The authors address the numerical analysis of the bundle method applied to the minimization of a locally Lipschitz function. The method consists of computing approximations to the generalized gradient of F. Clarke [Optimization and nonsmooth analysis (1983; Zbl 0582.49001)] in order to choose a search direction at each step. Convergence proofs are given.
Reviewer: H.Matthies

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming