A trust region algorithm for unconstrained nonsmooth optimizations and its convergence

A trust region algorithm for unconstrained nonsmooth optimizations and its convergence

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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:
Abstract:

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.

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