A trust region algorithm for constrained nonsmooth optimization problems
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The authors present a new inexact trust region algorithm for solving constrained nonsmooth optimization problems of the form NEWLINE\[NEWLINE\text{minimize }f(x)\quad\text{subject to }x\in \Omega,NEWLINE\]NEWLINE where \(\Omega\) is a closed convex set in \(\mathbb{R}^n\) and \(f: \Omega\to \mathbb{R}\) is a locally Lipschitzian function in \(\Omega\). It is proved under certain conditions that the given algorithm is globally convergent.NEWLINENEWLINENEWLINENo numerical tests are given.
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