An effective adaptive trust region algorithm for nonsmooth minimization

DOI10.1007/S10589-018-9999-9zbMATH Open1406.90099OpenAlexW2794690305MaRDI QIDQ1790684FDOQ1790684

Authors: Zhou Sheng, Gonglin Yuan 

Publication date: 2 October 2018

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

Full work available at URL: https://doi.org/10.1007/s10589-018-9999-9

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zbMATH Keywords

global convergencenonsmooth problemstrust region algorithmMoreau-Yosida regularizationsuperlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Cites Work

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Cited In (9)

• A modified HZ conjugate gradient algorithm without gradient Lipschitz continuous condition for non convex functions
• Family weak conjugate gradient algorithms and their convergence analysis for nonconvex functions
• Convergence and worst-case complexity of adaptive Riemannian trust-region methods for optimization on manifolds
• Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
• A conjugate gradient algorithm and its application in large-scale optimization problems and image restoration
• Adaptive three-term PRP algorithms without gradient Lipschitz continuity condition for nonconvex functions
• A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
• A tensor trust-region model for nonlinear system
• Adaptive trust-region method on Riemannian manifold

Uses Software

• PNEW

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