Piecewise linear secant approximation via algorithmic piecewise differentiation

Griewank, A; Streubel, T; Lehmann, L; Radons, M; Hasenfelder, R

Streubel, T (reprint author), Zuse Inst Berlin, Berlin, Germany.; Streubel, T (reprint author), Humboldt Univ, Dept Math, Berlin, Germany.

OPTIMIZATION METHODS & SOFTWARE, 2018; 33 (4-6): 1108

Abstract

It is shown how piecewise differentiable functions F: R-n (bar right arrow) R-m that are defined by evaluation programmes can be approximated locally ......

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