A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities

DOI10.1137/18M1164925zbMath1446.49006arXiv1711.03208OpenAlexW3048616291MaRDI QIDQ5116553

Constantin Christof, Juan Carlos De Los Reyes, Christian Meyer

Publication date: 18 August 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.03208

zbMATH Keywords

optimal controlnonsmooth optimizationtrust-region methodsstationarity conditionsBouligand subdifferentialoptimization with variational inequality constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Variational inequalities (49J40) Nonsmooth analysis (49J52)

Related Items (8)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ Deep learning for inverse problems. Abstracts from the workshop held March 7--13, 2021 (hybrid meeting) ⋮ Optimality Conditions for Bilevel Imaging Learning Problems with Total Variation Regularization ⋮ Semismoothness for Solution Operators of Obstacle-Type Variational Inequalities with Applications in Optimal Control ⋮ Sensitivity Analysis and Optimal Control of Obstacle-Type Evolution Variational Inequalities ⋮ A fast two-point gradient method for solving non-smooth nonlinear ill-posed problems ⋮ Gradient-Based Solution Algorithms for a Class of Bilevel Optimization and Optimal Control Problems with a Nonsmooth Lower Level ⋮ Bouligand-Landweber iteration for a non-smooth ill-posed problem

Uses Software

• GradSamp
• PNEW
• DGM
• GRANSO

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