A globally and superlinearly convergent trust region method for \(LC^1\) optimization problems

DOI10.1007/s11766-001-0039-6zbMath0980.90091MaRDI QIDQ5936233

Yanlian Lai, Li-ping Zhang

Publication date: 10 July 2001

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-001-0039-6

zbMATH Keywords

\(LC^1\) optimization problem; global and superlinear convergence; trust region method

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Cites Work

• Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
• Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems
• A trust region algorithm for minimization of locally Lipschitzian functions
• Computational schemes for large-scale problems in extended linear- quadratic programming
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems
• A nonsmooth version of Newton's method
• Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• On second-order sufficient optimality conditions for c ^1,1-optimization problems
• Semismooth and Semiconvex Functions in Constrained Optimization
• Generalized second-order directional derivatives and optimization with C^1,1 functions