The most widely used technique for finding the largest or smallest values of a math function turns out to be a fundamentally difficult computational problem. Many aspects of modern applied research ...

Giovanni Colombo, Antonio Marigonda, Peter R. Wolenski, The Clarke Generalized Gradient for Functions Whose Epigraph Has Positive Reach, Mathematics of Operations Research, Vol. 38, No. 3 (August 2013 ...

The computation of the finite difference approximation for the Hessian matrix generally uses only n calls of the module that specifies the gradient. In each iteration, a line search is done along the ...