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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2010 Volume 16, Number 5, Pages 159–169 (Mi timm618)

$C^2(D)$-integral approximation of nonsmooth functions conserving $\varepsilon(D)$-extremum points

I. M. Prudnikov

Saint-Petersburg State University

Abstract: A new nonlocal approximation method of nonsmooth or not enough smooth functions is considered in the paper. As the result we get twice differentiable functions, conserving to $\varepsilon(D)$-extremum points. Using such functions, a method of second order, converging to $\varepsilon(D)$-stationary points, is constructed. An optimization algorithm, converging to a stationary point with superlinear velocity, is described.

Keywords: Lipschitz functions, generalized gradients, Clarke subdifferentials, matrices of second derivatives, Newton's methods for Lipschitz functions.

UDC: 517.9

Received: 24.11.2009



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