A derivative-free trust-region algorithm for composite nonsmooth optimization

Computational and Applied Mathematics

Volumn 35, Issue 2, 2016, Pages 475-499

  Grapiglia, Geovani Nunes ^a,b   Yuan, Jinyun ^a   Yuan, Ya xiang ^c  

^a FEDERAL UNIVERSITY OF PARANÁ   (Brazil)

^b MINISTRY OF EDUCATION OF BRAZIL   (Brazil)

^c INSTITUTE OF COMPUTATIONAL MATHEMATICS AND SCIENTIFIC ENGINEERING COMPUTING   (China)

Author keywords

Derivative free optimization; Global convergence; Nonlinear programming; Nonsmooth optimization; Trust region methods; Worst case complexity

Indexed keywords

PROBLEM SOLVING;

COMPLEXITY BOUNDS; COMPOSITE FUNCTIONS; CONDITION; DERIVATIVE-FREE; DERIVATIVE-FREE OPTIMIZATION; GLOBAL CONVER-GENCE; NONSMOOTH OPTIMIZATION; TRUST REGION ALGORITHMS; TRUST-REGION METHODS; WORST-CASE COMPLEXITY;

NONLINEAR PROGRAMMING;

EID: 84975865317     PISSN: 22383603     EISSN: 18070302     Source Type: Journal    
DOI: 10.1007/s40314-014-0201-4     Document Type: Article

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