A new trust region algorithm for nonsmooth convex minimization

DOI10.1016/j.amc.2007.03.059zbMath1193.90171OpenAlexW1979203564MaRDI QIDQ990576

Li-ping 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

convergencetrust region methodsemismoothnessconvex minimization

Mathematics Subject Classification ID

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

Related Items (8)

An ODE-like nonmonotone method for nonsmooth convex optimization ⋮ An efficient conjugate gradient method with strong convergence properties for non-smooth optimization ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ Conjugate gradient type methods for the nondifferentiable convex minimization ⋮ A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization ⋮ An effective adaptive trust region algorithm for nonsmooth minimization ⋮ Recent advances in trust region algorithms ⋮ A memory gradient method for non-smooth convex optimization

Cites Work

• Maximal monotone relations and the second derivatives of nonsmooth functions
• Convergence of some algorithms for convex minimization
• An SQP algorithm for extended linear-quadratic problems in stochastic programming
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems
• A nonsmooth version of Newton's method
• Optimization and nonsmooth analysis
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
• Unnamed Item

This page was built for publication: A new trust region algorithm for nonsmooth convex minimization