Journal article
Computationally relevant generalized derivatives: theory, evaluation and applications
Abstract
A new method for evaluating generalized derivatives in nonsmooth problems is reviewed. Lexicographic directional (LD-)derivatives are a recently developed tool in nonsmooth analysis for evaluating generalized derivative elements in a tractable and robust way. Applicable to problems in both steady-state and dynamic settings, LD-derivatives exhibit a number of advantages over current theory and algorithms. As highlighted in this article, the …
Authors
Barton PI; Khan KA; Stechlinski P; Watson HAJ
Journal
Optimization Methods and Software, Vol. 33, No. 4-6, pp. 1030–1072
Publisher
Taylor & Francis
Publication Date
November 2, 2018
DOI
10.1080/10556788.2017.1374385
ISSN
1055-6788