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Methods of Descent for Nondifferentiable Optimization (Lecture Notes in Mathematics)
Methods of Descent for Nondifferentiable Optimization (Lecture Notes in Mathematics)
Date: 29 May 2011, 04:37

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This book is about numerical methods for problems of finding the largest or smallest values which can be attained by functions of several real variables subject to several inequality constraints. If such problems involve continuously differentiable functions, they can be solved by a variety of methods well documented in the literature. We are concerned with more general problems in which the functions are locally Lipschitz continuous, but not necessarily differentiable or convex. More succintly, this book is about numerical methods for nondifferentiable optimization.

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