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Approximating Clarke’s subgradients of semismooth functions by divided differences

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Abstract

We show that the algorithm presented in an earlier paper by Studniarski (Numer. Math., 55:685–693, 1989) can be applied, after only a small modification, to approximate numerically Clarke’s subgradients of semismooth functions of two variables. Results of computational testing of this modified algorithm are also reported.

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Correspondence to Marcin Studniarski.

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Studniarski, M., Rahmo, E.D. Approximating Clarke’s subgradients of semismooth functions by divided differences. Numer Algor 43, 385–392 (2006). https://doi.org/10.1007/s11075-007-9069-3

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