TY - GEN A1 - Kiwiel, Krzysztof PB - Instytut Badań Systemowych. Polska Akademia Nauk PB - Systems Research Institute. Polish Academy of Sciences N1 - 12 pages ; 21 cm N1 - Bibliography p. 11-12 N2 - The article gives a nonderivative version of the gradient sampling algorithm of Burke, Lewis and Overton for minimizing a locally Lipschitz function f on Rn that is continuously differentiable on an open dense subset. Instead of gradients of f, estimates of gradients of the Steklov averages of f were used. It has been shown that the nonderivative version retains the convergence properties of the gradient sampling algorithm. In particular, with probability 1 it either drives the f-values to -∞ or each of its cluster points is Clarke stationary for f. L1 - http://rcin.org.pl/Content/144781/PDF/RB-2009-35.pdf M3 - Text CY - Warszawa J2 - Raport Badawczy = Research Report ; RB/35/2009 PY - 2009 KW - Nonsmooth optimization KW - Gradient sampling KW - Generalized gradient KW - Nonconvex KW - Subgradient KW - Gradient uogólniony KW - Optymalizacja niegładka KW - Próbkowanie gradientowe KW - Niewypukły KW - Funkcje uśrednione KW - Averaged functions T1 - A nonderivative version of the gradient sampling algorithm for nonsmooth nonconvex optimization UR - http://rcin.org.pl/dlibra/publication/edition/144781 ER -