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On the Steepest Descent Method for a Class of Quasi-Differentiable Optimization Problems

Abstract

In a recent paper, V.F. Demyanov, S. Gamidov and I. Sivelina developed an algorithm for solving optimization problems, given by smooth compositions of max-type functions. In this paper the authors apply this algorithm to a larger class of quasidifferentiable functions. This paper is a contribution to research on nondifferentiable optimization currently underway with the System and Decision Sciences Program

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