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Volumn 193, Issue 1, 2007, Pages 135-142

A new trust region algorithm for nonsmooth convex minimization

Author keywords

Convergence; Convex minimization; Semismoothness; Trust region method

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; OPTIMIZATION;

EID: 35248864415     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2007.03.059     Document Type: Article
Times cited : (12)

References (12)
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    • Auslender, A.1
  • 3
    • 33646971357 scopus 로고
    • Convergence of some algorithms for convex minimization
    • Correa R., and Lemaréchal C. Convergence of some algorithms for convex minimization. Mathematical Programming 62 (1993) 261-275
    • (1993) Mathematical Programming , vol.62 , pp. 261-275
    • Correa, R.1    Lemaréchal, C.2
  • 4
    • 0030508716 scopus 로고    scopus 로고
    • A globally and superlinearly convergent algorithm for nonsmooth convex minimization
    • Fukushima M., and Qi L. A globally and superlinearly convergent algorithm for nonsmooth convex minimization. SIAM Journal on Optimization 6 (1996) 1106-1120
    • (1996) SIAM Journal on Optimization , vol.6 , pp. 1106-1120
    • Fukushima, M.1    Qi, L.2
  • 6
    • 35248892645 scopus 로고    scopus 로고
    • C. Lemaréchal, C. Sagastizábla, Practical aspects of the Moreau-Yosida regularization: Theoretical preliminaries, SIAM Journal on Optimization, in press.
  • 8
    • 35248892181 scopus 로고    scopus 로고
    • L. Qi, Second-order analysis of the Moreau-Yosida approximation of a convex function, Applied Math. Report AMR 94/20, School of Mathematics, The University of New South Wales, Sydney, Australia, 1994.
  • 9
    • 0000607524 scopus 로고
    • Convergence analysis of some algorithms for solving nonsmooth equations
    • Qi L. Convergence analysis of some algorithms for solving nonsmooth equations. SIAM Journal on Operations Research 18 (1993) 227-244
    • (1993) SIAM Journal on Operations Research , vol.18 , pp. 227-244
    • Qi, L.1
  • 10
    • 0027543961 scopus 로고
    • A nonsmooth version of Newton method
    • Qi L., and Sun J. A nonsmooth version of Newton method. Mathematical Programming 58 (1993) 353-367
    • (1993) Mathematical Programming , vol.58 , pp. 353-367
    • Qi, L.1    Sun, J.2
  • 11
    • 21844515540 scopus 로고
    • An SQP algorithm for extended linear problems in stochastic programming
    • Qi L., and Womersley R.S. An SQP algorithm for extended linear problems in stochastic programming. Annals of Operations Research 56 (1995) 251-285
    • (1995) Annals of Operations Research , vol.56 , pp. 251-285
    • Qi, L.1    Womersley, R.S.2
  • 12
    • 84966234425 scopus 로고
    • Maximal monotone relations and the second derivatives of nonsmooth functions
    • Rockafellar R.T. Maximal monotone relations and the second derivatives of nonsmooth functions. Ann. Inst. H. Poincaré Anal. Non Linéaire 2 (1985) 167-184
    • (1985) Ann. Inst. H. Poincaré Anal. Non Linéaire , vol.2 , pp. 167-184
    • Rockafellar, R.T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.