A derivative-free trust-region algorithm for composite nonsmooth optimization
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Publication:2013620
DOI10.1007/s40314-014-0201-4zbMath1371.49014OpenAlexW2088650175MaRDI QIDQ2013620
Geovani Nunes Grapiglia, Jin Yun Yuan, Ya-Xiang Yuan
Publication date: 8 August 2017
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-014-0201-4
global convergencenonsmooth optimizationnonlinear programmingderivative-free optimizationworst-case complexitytrust-region methods
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Numerical methods based on nonlinear programming (49M37) Implicit function theorems; global Newton methods on manifolds (58C15)
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