On the superlinear convergence of a trust region algorithm for nonsmooth optimization

DOI10.1007/BF02591949zbMath0577.90066OpenAlexW1991976020MaRDI QIDQ3698656

Ya-Xiang Yuan

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1007/bf02591949

zbMATH Keywords

nonsmooth optimizationtrust region algorithmssuperlinear convergentsecond order correction method

Mathematics Subject Classification ID

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

Related Items (38)

A nonmonotonic hybrid algorithm for min-max problem ⋮ A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ A trust region algorithm for nonsmooth optimization ⋮ A proximal method for composite minimization ⋮ A new filter method for solving nonlinear complementarity problems ⋮ A hybrid algorithm for linearly constrained minimax problems ⋮ Algorithms with adaptive smoothing for finite minimax problems ⋮ Unification of basic and composite nondifferentiable optimization ⋮ Training multi-layered neural network with a trust-region based algorithm ⋮ Consistent approximations in composite optimization ⋮ Nonmonotone algorithm for minimax optimization problems ⋮ Relax-and-split method for nonconvex inverse problems ⋮ Constructing composite search directions with parameters in quadratic interpolation models ⋮ Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria ⋮ An adaptive nonmonotone trust-region method with curvilinear search for minimax problem ⋮ A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application ⋮ Value functions and error bounds of trust region methods ⋮ On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization ⋮ A trust region SQP algorithm for mixed-integer nonlinear programming ⋮ An active-set algorithm and a trust-region approach in constrained minimax problem ⋮ Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions ⋮ A smooth method for the finite minimax problem ⋮ A feasible trust-region algorithm for inequality constrained optimization ⋮ A derivative-free trust-region algorithm for composite nonsmooth optimization ⋮ Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions ⋮ A hybrid algorithm for nonlinear minimax problems ⋮ Trust-region interior-point method for large sparsel₁optimization ⋮ A new trust region method for nonsmooth equations ⋮ Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods ⋮ Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method ⋮ Two error bounds for constrained optimization problems and their applications ⋮ An inexact algorithm for composite nondifferentiable optimization ⋮ Variable Metric Forward-Backward Algorithm for Composite Minimization Problems ⋮ On the numerical treatment of nonconvex energy problems: Multilevel decomposition methods for hemivariational inequalities. ⋮ Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs ⋮ Efficiency of minimizing compositions of convex functions and smooth maps ⋮ Recent advances in trust region algorithms ⋮ A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications

Cites Work

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• A numerically stable dual method for solving strictly convex quadratic programs
• An Example of Only Linear Convergence of Trust Region Algorithms for Non-smooth Optimization
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
• A Projected Lagrangian Algorithm for Nonlinear $l_1 $ Optimization
• A model algorithm for composite nondifferentiable optimization problems
• Newton-type methods for unconstrained and linearly constrained optimization
• Numerically stable methods for quadratic programming
• Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
• A New Algorithm for Unconstrained Optimization

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