A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems

DOI10.1007/S10957-014-0534-6zbMath1318.49054OpenAlexW1977274244MaRDI QIDQ2342127

Z. Akbari, M. Reza Peyghami, Rohollah Yousefpour

Publication date: 11 May 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0534-6

zbMATH Keywords

optimizationLipschitz functionsCG-Steihaug methodnonsmooth trust region methodquadratic local model

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)

Related Items (11)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ A new trust region method for nonsmooth nonconvex optimization ⋮ A trust region method for solving linearly constrained locally Lipschitz optimization problems ⋮ An extension of the quasi-Newton method for minimizing locally Lipschitz functions ⋮ A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities ⋮ A DIRECT SEARCH QUASI-NEWTON METHOD FOR NONSMOOTH UNCONSTRAINED OPTIMIZATION ⋮ The chain rule for VU-decompositions of nonsmooth functions ⋮ An effective adaptive trust region algorithm for nonsmooth minimization ⋮ Essentials of numerical nonsmooth optimization ⋮ Weak subgradient method for solving nonsmooth nonconvex optimization problems ⋮ Essentials of numerical nonsmooth optimization

Uses Software

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• UFO
• GradSamp
• PNEW
• DGM

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