Trust region algorithm for nonsmooth optimization

DOI10.1016/S0096-3003(96)00112-9zbMath0882.65051MaRDI QIDQ1366819

Bernhard Rupp

Publication date: 5 March 1998

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

global convergencenonsmooth optimizationtrust region algorithmnonsmooth least squares problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (11)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ Nonmonotone trust region method for solving optimization problems ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ A modified trust region method with beale's PCG technique for optimization ⋮ Note on the weighted generalized inverse of the product of matrices ⋮ A filter-trust-region method for LC 1 unconstrained optimization and its global convergence ⋮ Global convergence of nonmonotone descent methods for unconstrained optimization problems ⋮ The chain rule for VU-decompositions of nonsmooth functions ⋮ A Trust Region Algorithm with Conjugate Gradient Technique for Optimization Problems ⋮ Quasi-Newton trust region algorithm for non-smooth least squares problems ⋮ Recent advances in trust region algorithms

Cites Work

• Inexact Newton methods for solving nonsmooth equations
• A nonsmooth version of Newton's method
• Conditions for convergence of trust region algorithms for nonsmooth optimization
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