A Trust Region Algorithm for Constrained Nonsmooth Optimization Problems

A Trust Region Algorithm for Constrained Nonsmooth Optimization Problems

Year:    2001

Author:    Yu-Fei Yang, Dong-Hui Li

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 4 : pp. 357–364

Abstract

This paper presents a new inexact trust region algorithm for solving constrained nonsmooth optimization problems. Under certain conditions, we prove that the algorithm is globally convergent.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-8988

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 4 : pp. 357–364

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    8

Keywords:    Trust region method Nonsmooth function Constrained optimization Global convergence.

Author Details

Yu-Fei Yang

Dong-Hui Li