A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems

DOI10.1007/s10957-014-0534-6zbMath1318.49054OpenAlexW1977274244MaRDI QIDQ2342127

Z. Akbari, M. Reza Peyghami, Rohollah Yousefpour

Publication date: 11 May 2015

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

Full work available at URL: https://doi.org/10.1007/s10957-014-0534-6

zbMATH Keywords

optimizationLipschitz functionsCG-Steihaug methodnonsmooth trust region methodquadratic local model

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)

Related Items

A Trust-region Method for Nonsmooth Nonconvex Optimization, A new trust region method for nonsmooth nonconvex optimization, A trust region method for solving linearly constrained locally Lipschitz optimization problems, An extension of the quasi-Newton method for minimizing locally Lipschitz functions, A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities, A DIRECT SEARCH QUASI-NEWTON METHOD FOR NONSMOOTH UNCONSTRAINED OPTIMIZATION, The chain rule for VU-decompositions of nonsmooth functions, An effective adaptive trust region algorithm for nonsmooth minimization, Essentials of numerical nonsmooth optimization, Weak subgradient method for solving nonsmooth nonconvex optimization problems, Essentials of numerical nonsmooth optimization

Uses Software

• Matlab
• UFO
• GradSamp
• PNEW
• DGM

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