A new nonsmooth trust-region method equipped with a line search for minimizing locally Lipschitz functions

MaRDI QIDQ4990867zbMATH OpenFDO

Authors Z. Akbari, M. Reza Peyghami, Rohollah Yousefpour

Publication date 1 June 2021

Full work available at URL http://www.yokohamapublishers.jp/online-p/PJO/vol14/pjov14n4p551.pdf

zbMATH Keywords

CG-Steihaug methodline search methodLipschitz functionsnonsmooth trust region method

Mathematics Subject Classification ID

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

Recommendations

• A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems
• A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions
• A trust region method for solving linearly constrained locally Lipschitz optimization problems
• A trust region method for minimization of nonsmooth functions with linear constraints
• An extension of the quasi-Newton method for minimizing locally Lipschitz functions

Cited in

(4)

• A trust region algorithm for minimization of locally Lipschitzian functions
• A trust region method for solving linearly constrained locally Lipschitz optimization problems
• Combining line search and trust-region methods forℓ1-minimization
• A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: A new nonsmooth trust-region method equipped with a line search for minimizing locally Lipschitz functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4990867)