@misc{Kiwiel_Krzysztof_A_2009, author={Kiwiel, Krzysztof}, copyright={Creative Commons Attribution BY 4.0 license}, address={Warszawa}, journal={Raport Badawczy = Research Report}, howpublished={online}, year={2009}, publisher={Instytut Badań Systemowych. Polska Akademia Nauk}, publisher={Systems Research Institute. Polish Academy of Sciences}, language={eng}, abstract={The article gives a nonderivative version of the gradient sampling algorithm of Burke, Lewis and Overton for minimizing a locally Lipschitz function f on Rn that is continuously differentiable on an open dense subset. Instead of gradients of f, estimates of gradients of the Steklov averages of f were used. It has been shown that the nonderivative version retains the convergence properties of the gradient sampling algorithm. In particular, with probability 1 it either drives the f-values to -∞ or each of its cluster points is Clarke stationary for f.}, type={Text}, title={A nonderivative version of the gradient sampling algorithm for nonsmooth nonconvex optimization}, URL={http://www.rcin.org.pl/Content/144781/PDF/RB-2009-35.pdf}, keywords={Nonsmooth optimization, Gradient sampling, Generalized gradient, Nonconvex, Subgradient, Gradient uogólniony, Optymalizacja niegładka, Próbkowanie gradientowe, Niewypukły, Funkcje uśrednione, Averaged functions}, }