A trust region method for solving linearly constrained locally Lipschitz optimization problems

DOI10.1080/02331934.2017.1339702MaRDI QIDQ4559395zbMATH OpenOpenAlexFDO

Authors Z. Akbari, Rohollah Yousefpour

Publication date 3 December 2018

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2017.1339702

zbMATH Keywords

CG-Steihaug methodlinear constraintsLipschitz functionsnonsmooth trust region methodnull space technique

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Recommendations

• A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems
• scientific article; zbMATH DE number 1932312
• A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
• A trust region method for minimization of nonsmooth functions with linear constraints
• A new nonsmooth trust-region method equipped with a line search for minimizing locally Lipschitz functions

Cites work

• A derivative-free method for linearly constrained nonsmooth optimization
• A modification of Wolfe's method
• A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems
• A trust region method for minimization of nonsmooth functions with linear constraints
• An effective nonsmooth optimization algorithm for locally Lipschitz functions
• Finding the nearest point in A polytope
• Finding the Point of a Polyhedron Closest to the Origin
• scientific article; zbMATH DE number 53965 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Introduction to nonsmooth optimization. Theory, practice and software
• Linearly constrained nonsmooth and nonconvex minimization
• Numerical Optimization

Cited in

(8)

• A trust region algorithm for minimization of locally Lipschitzian functions
• A superlinearly convergent trust region algorithm for \(LC^1\) constrained optimization problems
• A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems
• An extension of the quasi-Newton method for minimizing locally Lipschitz functions
• scientific article; zbMATH DE number 1942631 (Why is no real title available?)
• A new nonsmooth trust-region method equipped with a line search for minimizing locally Lipschitz functions
• A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
• A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: A trust region method for solving linearly constrained locally Lipschitz optimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4559395)