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Application of the method of successive relaxation to solution of extremal problems with semismooth functions. (Russian) Zbl 0713.90060

The author modifies early personal results about successive relaxation algorithms solving convex minimization problems to obtain a new algorithm solving nonconvex optimization problems. Concepts of generalized subgradient and local Lipschitzian function are used to describe the problem and the proposed algorithm. Convergence of the method is proved.
Reviewer: X.Zhang

MSC:

90C26 Nonconvex programming, global optimization
90C30 Nonlinear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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