基于计算Clarke广义Jacobi在非光滑优化数值方法中的必要性,针对一类非光滑函数——极大值函数进行研究,通过对一不等式系统具备特定形式解所需条件的考虑,给出了计算此类函数Clarke广义Jacobi中一个元素的新方法.数值试验表明,与以往算法相比,该算法减小了计算量、简单易行、容易实现.
The calculation of the element of Clarke generalized Jacobi is necessary in nonsmooth optimization algorithms.By introducing a special solution of an inequality system,an algorithm for calculating the Clarke generalized Jacobi for a vector valued maximum function was proposed.Comparing with the existing algorithms,the results of numerical experiment indicate the cost of the computation with the present algorithm is less and the algorithm is easier to be implemented.