A trust region method using subgradient for minimizing a nondifferentiable function

A trust region method using subgradient for minimizing a nondifferentiable function

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Article ID: iaor20105172
Volume: 19
Issue: 2
Start Page Number: 249
End Page Number: 262
Publication Date: Jul 2009
Journal: Yugoslav Journal of Operations Research
Authors:
Keywords: trust regions
Abstract:

The minimization of a particular nondifferentiable function is considered. The first and second order necessary conditions are given. A trust region method for minimization of this form of the objective function is presented. The algorithm uses the subgradient instead of the gradient. It is proved that the sequence of points generated by the algorithm has an accumulation point which satisfies the first and second order necessary conditions

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