A trust region algorithm for minimization of locally Lipschitzian functions (Q1338134): Difference between revisions

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Revision as of 04:00, 5 March 2024

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A trust region algorithm for minimization of locally Lipschitzian functions
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    A trust region algorithm for minimization of locally Lipschitzian functions (English)
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    27 September 1995
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    The authors prove the global convergence of the classical trust region algorithm in the non-smooth case where the objective function is only locally Lipschitzian. The result is interesting.
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    minimization of locally Lipschitzian functions
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    global convergence
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    trust region algorithm
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    nonsmooth case
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