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Modificated method of finding the extremum of non-differentiable and discontinuous functions. (Ukrainian. English summary) Zbl 1164.65425

Summary: A modification of the method of finding of the extremum of non-differentiable and discontinuous functions is suggested. The method is based on the use of the apparatus of non-classical Newton majorants and diagram functions which are given discretely.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming