The convergence of the steepest descent algorithm for D.C.optimization. (Chinese. English summary) Zbl 1140.49304
Summary: Some properties of a class of quasi-differentiable functions (the difference of two finite convex functions) are considered in this paper. The convergence of the steepest descent algorithm for unconstrained and constrained quasi-differentiable programming is proved.
MSC:
49J52 | Nonsmooth analysis |
90C26 | Nonconvex programming, global optimization |
90C30 | Nonlinear programming |
49J45 | Methods involving semicontinuity and convergence; relaxation |