Bagirov, Adil; Ganjehlou, Asef - In: Mathematical Methods of Operations Research 67 (2008) 2, pp. 187-206
In this paper a new algorithm for minimizing locally Lipschitz functions is developed. Descent directions in this algorithm are computed by solving a system of linear inequalities. The convergence of the algorithm is proved for quasidifferentiable semismooth functions. We present the results of...