The method of common descent for a certain class of quasidifferentiable functions

The method of common descent for a certain class of quasidifferentiable functions

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Article ID: iaor1992721
Country: Germany
Volume: 22
Start Page Number: 669
End Page Number: 679
Publication Date: Aug 1991
Journal: Optimization
Authors: ,
Abstract:

The authors present a method based on the concept of common descent direction for finding an (•,τ)-stationary-Pareto point of a certain class of quasidifferentiable functions. This type of functions naturally occurs in the Kojima condition for a C2-optimization problem. A very important property of the proposed algorithm is the finiteness of the iteration process under a mild assumption.

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