Article ID: | iaor20001161 |
Country: | China |
Volume: | 20 |
Issue: | 2 |
Start Page Number: | 113 |
End Page Number: | 120 |
Publication Date: | May 1998 |
Journal: | Mathematica Numerica Sinica |
Authors: | Liu G. |
This paper discusses a trust region algorithm for unconstrained nonsmooth optimizations and its convergence, expands the scope of application of trust region algorithm from regular functions and pseudo-regular functions to Local Lipschitz functions, and gives an iteration function for a class of nonsmooth composition functions and some applications of the trust region algorithm.