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

DOI10.1007/BF01585770zbMath0835.90086OpenAlexW2004467349MaRDI QIDQ1890930

Shou-Bai B. Li, Richard A. Tapia, John E. jun. Dennis

Publication date: 28 May 1995

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01585770

zbMATH Keywords

nonsmooth minimizationglobal convergence of trust region

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52)

Related Items (26)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems ⋮ A trust region algorithm for minimization of locally Lipschitzian functions ⋮ Nonmonotone trust region method for solving optimization problems ⋮ A new trust region method for nonsmooth nonconvex optimization ⋮ Two globally convergent nonmonotone trust-region methods for unconstrained optimization ⋮ A trust region method for minimization of nonsmooth functions with linear constraints ⋮ On piecewise quadratic Newton and trust region problems ⋮ Iteration functions in some nonsmooth optimization algorithms ⋮ A new filter method for solving nonlinear complementarity problems ⋮ A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization ⋮ A trust region algorithm for solving bilevel programming problems ⋮ The approximation algorithm for solving a sort of non-smooth programming ⋮ A novel algorithm for area traffic capacity control with elastic travel demands ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization ⋮ A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities ⋮ S<i>l</i>₁QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems ⋮ An efficient search algorithm for road network optimization ⋮ Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions ⋮ Convexity of Gaussian chance constraints and of related probability maximization problems ⋮ Weak subgradient method for solving nonsmooth nonconvex optimization problems ⋮ A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems ⋮ Recent advances in trust region algorithms ⋮ Nonsmooth bundle trust-region algorithm with applications to robust stability

Cites Work

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• Approximate solution of the trust region problem by minimization over two-dimensional subspaces
• On the global convergence of trust region algorithms for unconstrained minimization
• Optimization and nonsmooth analysis
• An Improved Successive Linear Programming Algorithm
• The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations
• A model algorithm for composite nondifferentiable optimization problems
• Convex Analysis

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