The “Second Derivative” of a Non-Differentiable Function and its Use in Interval Optimization Methods

Abstract

The paper presents an idea to use weak derivatives in interval global optimization. It allows using the Newton operator to narrow domains of non-differentiable functions. Preliminary computational experiments are also presented.

Keywords

• Dirac delta
• distributions
• generalized derivative
• interval computations
• interval Newton method
• non-differentiable optimization