A MODIFIED ALGORITHM OF FINDING AN ELEMENT OF CLARKE GENERALIZED GRADIENT FOR A SMOOTH COMPOSITION OF MAX-TYPE FUNCTIONS A MODIFIED ALGORITHM OF FINDING AN ELEMENT OF CLARKE GENERALIZED GRADIENT FOR A SMOOTH COMPOSITION OF MAX-TYPE FUNCTIONS  

作　　者：Yan Gao (Department of Basic Science, China University of Mining and Technology-Beijing, Beijing 100083, china) 

出　　处：《Journal of Computational Mathematics》2000年第5期513-520,共8页计算数学（英文）

基　　金：This project is supported by the Science Function of Liaoning Province.

摘　　要：This paper refers to Clarke generalized gradient for a smooth composition of max-type functions of the form: f(x) = g(x, maxj∈J1 f1j(x),''', maxj∈Jm fmj(x)), where x ∈Rn, Ji, i = 1,''',m are finite index sets, g and fij,j ∈ Ji, i = 1,... )m, are continuously differentiable on Rm+n and Rn, respectively. In a previous paper) we proposed an algorithm of finding an element of Clarke generalized gradient for f, at a point. In that paper, finding an element of Clarke generalized gradient for f, at a point, is implemented by determining the compatibilities of systems of linear inequalities many times. So its computational amount is very expensive. In this paper) we will modify the algorithm to reduce the times that the compatibilities of systems of linear inequalities have to be determined.This paper refers to Clarke generalized gradient for a smooth composition of max-type functions of the form: f(x) = g(x, maxj∈J1 f1j(x),''', maxj∈Jm fmj(x)), where x ∈Rn, Ji, i = 1,''',m are finite index sets, g and fij,j ∈ Ji, i = 1,... )m, are continuously differentiable on Rm+n and Rn, respectively. In a previous paper) we proposed an algorithm of finding an element of Clarke generalized gradient for f, at a point. In that paper, finding an element of Clarke generalized gradient for f, at a point, is implemented by determining the compatibilities of systems of linear inequalities many times. So its computational amount is very expensive. In this paper) we will modify the algorithm to reduce the times that the compatibilities of systems of linear inequalities have to be determined.

关 键 词：Nonsmooth optimization Clarke generalized gradient Max-type  function. 

分 类 号：O241[理学—计算数学]