On an optimality algorithm based on the subgradient method for locally Lipschitz functions
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Abstract
In this paper, we are concerned with a subgradient method based on an iterative sequence involving the Clarke subdifferential. This method is used to construct an algorithm for finding optimal solutions of a nonconvex optimization problem whose objective function is locally Lipschitz. The obtained results regarding the convergence, accuracy, and stopping conditions of the algorithm are presented. The method used in this study extends the framework developed by S. Boyd for convex optimization problems introduced in [1].
Keywords
Subgradient method, Clarke subdifferential, Iterative convergence, Stopping conditions
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References
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