A trust region algorithm for minimization of locally Lipschitzian functions (Q1338134)
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| Language | Label | Description | Also known as |
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| English | A trust region algorithm for minimization of locally Lipschitzian functions |
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A trust region algorithm for minimization of locally Lipschitzian functions (English)
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27 September 1995
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The authors prove the global convergence of the classical trust region algorithm in the non-smooth case where the objective function is only locally Lipschitzian. The result is interesting.
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minimization of locally Lipschitzian functions
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global convergence
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trust region algorithm
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nonsmooth case
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