An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions

DOI10.1137/0910036MaRDI QIDQ3826015zbMATH OpenOpenAlexFDO

Authors Eiki Yamakawa, Masao Fukushima, Toshihide Ibaraki

Publication date 1989

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0910036

zbMATH Keywords

Chebyshev approximationconvergence rateglobal convergenceMaratos effectmin- max optimizationnondifferentiable optimizationnonlinear programmingNumerical resultspenalty functionreductionstrust region algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cited in

(8)

• A successive quadratic programming method for a class of constrained nonsmooth optimization problems
• On the solution of the errors in variables problem using the \(l_ 1\) norm
• Empirical risk minimization: probabilistic complexity and stepsize strategy
• A trust region method using subgradient for minimizing a nondifferentiable function
• An algorithm using trust region strategy for minimization of a nondifferentiable function
• A study of trust region algorithm for nonsmooth composite functions
• Minimization of a nondifferentiable function: an algorithm using trust region technique and conjugate subgradient method
• A Trust-region Method for Nonsmooth Nonconvex Optimization

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