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

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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Mathematics Subject Classification ID

90C30

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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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reviewed by

Ding-Zhu Du

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MaRDI profile type

MaRDI publication profile

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cites work

Q3976070

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Descent methods for composite nondifferentiable optimization problems

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Q3704489

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A unified approach to global convergence of trust region methods for nonsmooth optimization

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The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations

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Q4226179

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Q3337959

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Minimization of Locally Lipschitzian Functions

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Iteration Functions in Some Nonsmooth Optimization Algorithms

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On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems

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On the global convergence of trust region algorithms for unconstrained minimization

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An SQP algorithm for extended linear-quadratic problems in stochastic programming

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Q4750055

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Q3221767

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Linear-Quadratic Programming and Optimal Control

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First- and Second-Order Epi-Differentiability in Nonlinear Programming

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Submonotone Subdifferentials of Lipschitz Functions

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Q3142433

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Local properties of algorithms for minimizing nonsmooth composite functions

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Conditions for convergence of trust region algorithms for nonsmooth optimization

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An Improved Successive Linear Programming Algorithm

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Sitelinks

Mathematics(1 entry)

mardi Publication:1338134

@@ Property / cites work @@
+Q3976070
@@ Property / cites work: Q3976070 / rank @@
+Normal rank
@@ Property / cites work @@
+Descent methods for composite nondifferentiable optimization problems
+Normal rank
@@ Property / cites work @@
+Q3704489
@@ Property / cites work: Q3704489 / rank @@
+Normal rank
@@ Property / cites work @@
+A unified approach to global convergence of trust region methods for nonsmooth optimization
+Normal rank
@@ Property / cites work @@
+The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations
+Normal rank
@@ Property / cites work @@
+Q4226179
@@ Property / cites work: Q4226179 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3337959
@@ Property / cites work: Q3337959 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimization of Locally Lipschitzian Functions
@@ Property / cites work: Minimization of Locally Lipschitzian Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Iteration Functions in Some Nonsmooth Optimization Algorithms
+Normal rank
@@ Property / cites work @@
+On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
+Normal rank
@@ Property / cites work @@
+On the global convergence of trust region algorithms for unconstrained minimization
+Normal rank
@@ Property / cites work @@
+An SQP algorithm for extended linear-quadratic problems in stochastic programming
+Normal rank
@@ Property / cites work @@
+Q4750055
@@ Property / cites work: Q4750055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3221767
@@ Property / cites work: Q3221767 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Programming and Optimal Control
@@ Property / cites work: Linear-Quadratic Programming and Optimal Control / rank @@
+Normal rank
@@ Property / cites work @@
+First- and Second-Order Epi-Differentiability in Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Submonotone Subdifferentials of Lipschitz Functions
+Normal rank
@@ Property / cites work @@
+Q3142433
@@ Property / cites work: Q3142433 / rank @@
+Normal rank
@@ Property / cites work @@
+Local properties of algorithms for minimizing nonsmooth composite functions
+Normal rank
@@ Property / cites work @@
+Conditions for convergence of trust region algorithms for nonsmooth optimization
+Normal rank
@@ Property / cites work @@
+An Improved Successive Linear Programming Algorithm
+Normal rank