Pseudo gradient search for solving nonlinear multiregression based on the Choquet integral

In some real optimization problems, the objective function may not be differentiable with respect to the unknown parameters at some points such that the gradient does not exist at those points. Replacing the classical gradient, this paper tries to use pseudo gradient search for solving a nonlinear optimization problem—nonlinear multiregression based on the Choquet integral with a linear core. It is a local search method with rapid search speed.