Trust region algorithm for nonsmooth optimization

Applied Mathematics and Computation

Volumn 85, Issue 2-3, 1997, Pages 109-116

  De Sampaio, R J B ^a   Yuan, Jin Yun ^a   Sun, Wen Yu ^b  

^a FEDERAL UNIVERSITY OF PARANÁ   (Brazil)

^b NANJING UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010200325     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(96)00112-9     Document Type: Article

References (7)

1. R. Fletcher, Practical Methods of Optimization, Vol. 2, Constrained Optimization, John Wiley and Sons, New York, 1981.
2. M. J. D. Powell, Convergence properties of a class of minimization algorithm, In: O. L. Mangassarian, R. R. Meyer and S. M. Robinson, Eds., Nonlinear Program ming 2, Academic Press, New York, 1975.
3. Y. Yuan, Conditions for convergence of trust region algorithm for nonsmooth optimization, Mathematical Programming 31:220-228 (1985).
4. L. Qi and Jie Sun, A nonsmooth version of Newton's Method, Mathematical Programming 58:353-367 (1993).
5. J. M. Martinez and L. Qi, Inexact Newton Methods for solving nonsmooth equations, J. Comput. Appl. Math., to appear.
6. W. Sun and Y. Yuan, Optimization Theory and Methods, Academic Press, Beijing, 1995.
7. F. H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York, 1983.