Conditions for convergence of trust region algorithms for nonsmooth optimization

DOI10.1007/BF02591750zbMath0576.90080OpenAlexW2092679899MaRDI QIDQ3696877

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591750

zbMATH Keywords

nonsmooth optimization bounds convergence results stationary points trust region algorithms second order derivative approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ A trust region algorithm for minimization of locally Lipschitzian functions ⋮ Canonical duality for solving nonconvex and nonsmooth optimization problem ⋮ Nonmonotone trust region method for solving optimization problems ⋮ Experiments with successive quadratic programming algorithms ⋮ A trust region algorithm for nonsmooth optimization ⋮ A proximal method for composite minimization ⋮ A new trust region method for nonsmooth nonconvex optimization ⋮ Two globally convergent nonmonotone trust-region methods for unconstrained optimization ⋮ A trust region method for minimization of nonsmooth functions with linear constraints ⋮ Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components ⋮ Iteration functions in some nonsmooth optimization algorithms ⋮ Trust region algorithm for nonsmooth optimization ⋮ A new filter method for solving nonlinear complementarity problems ⋮ A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization ⋮ Canonical duality for box constrained nonconvex and nonsmooth optimization problems ⋮ Unification of basic and composite nondifferentiable optimization ⋮ A trust region algorithm for solving bilevel programming problems ⋮ Direct search based on probabilistic feasible descent for bound and linearly constrained problems ⋮ Efficiency of higher-order algorithms for minimizing composite functions ⋮ A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ Penalty methods with stochastic approximation for stochastic nonlinear programming ⋮ Global convergence of a semi-infinite optimization method ⋮ Constructing composite search directions with parameters in quadratic interpolation models ⋮ A trust region algorithm for equality constrained optimization ⋮ Value functions and error bounds of trust region methods ⋮ A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints ⋮ On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization ⋮ Corrigendum to: ``On the complexity of finding first-order critical points in constrained nonlinear optimization ⋮ Global convergence of a filter-trust-region algorithm for solving nonsmooth equations ⋮ Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions ⋮ A derivative-free trust-region algorithm for composite nonsmooth optimization ⋮ Smoothing trust region methods for nonlinear complementarity problems with $P_0$-functions ⋮ An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity ⋮ Smoothing methods for nonsmooth, nonconvex minimization ⋮ A new trust region method for nonsmooth equations ⋮ Computation of second-order directional stationary points for group sparse optimization ⋮ On Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with Applications ⋮ Two error bounds for constrained optimization problems and their applications ⋮ Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case ⋮ Derivative-free optimization methods ⋮ An inexact algorithm for composite nondifferentiable optimization ⋮ Quasi-Newton trust region algorithm for non-smooth least squares problems ⋮ Globally and superlinearly convergent trust-region algorithm for convex $SC^ 1$-minimization problems and its application to stochastic programs ⋮ Manifold Sampling for $\ell_1$ Nonconvex Optimization ⋮ On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods ⋮ Recent advances in trust region algorithms ⋮ Nonsmooth bundle trust-region algorithm with applications to robust stability

Cites Work