A new trust region algorithm for nonsmooth convex minimization

DOI10.1016/J.AMC.2007.03.059MaRDI QIDQ990576zbMATHOpenAlexFDO

Authors Liping Zhang

Publication date 1 September 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.03.059

zbMATH Keywords

convergenceconvex minimizationtrust region methodsemismoothness

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• scientific article; zbMATH DE number 477581 (Why is no real title available?)
• A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems
• A nonsmooth version of Newton's method
• An SQP algorithm for extended linear-quadratic problems in stochastic programming
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Convergence of some algorithms for convex minimization
• Maximal monotone relations and the second derivatives of nonsmooth functions
• Optimization and nonsmooth analysis
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries

Cited in

(15)

• Truncated nonsmooth Newton multigrid methods for convex minimization problems
• Recent advances in trust region algorithms
• An efficient conjugate gradient method with strong convergence properties for non-smooth optimization
• scientific article; zbMATH DE number 4076973 (Why is no real title available?)
• Conjugate gradient type methods for the nondifferentiable convex minimization
• scientific article; zbMATH DE number 1424214 (Why is no real title available?)
• A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
• A new trust region algorithm for bound constrained minimization
• A new trust region method for nonsmooth nonconvex optimization
• A trust region method for nonsmooth convex optimization
• A memory gradient method for non-smooth convex optimization
• An ODE-like nonmonotone method for nonsmooth convex optimization
• An effective adaptive trust region algorithm for nonsmooth minimization
• Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
• Optimality conditions and a smoothing trust region Newton method for nonlipschitz optimization

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