An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions

DOI10.1137/0910036zbMath0672.65037OpenAlexW2038511183MaRDI QIDQ3826015

Eiki Yamakawa, Masao Fukushima, Toshihide Ibaraki

Publication date: 1989

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0910036

zbMATH Keywords

global convergencenonlinear programmingconvergence ratenondifferentiable optimizationreductionspenalty functiontrust region algorithmMaratos effectChebyshev approximationNumerical resultsmin- max optimization

Mathematics Subject Classification ID

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

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