A Globally Convergent Algorithm for a Locally Lipschitz Function

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Abstract

In this paper, an algorithm of global convergence is proposed for a locally Lipschitz function, which is strictly differentiable at almost all differentiable points, and several examples are computed on an IBM PC.  

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A Globally Convergent Algorithm for a Locally Lipschitz Function. (1991). Journal of Computational Mathematics, 9(3), 222-228. https://global-sci.com/index.php/JCM/article/view/11031