A FILTER-TRUST-REGION METHOD FOR LC1 UNCONSTRAINED OPTIMIZATION AND ITS GLOBAL CONVERGENCE

被引：1
|
作者：
Zhenghao Yang
机构：
来源：
Analysis in Theory and Applications | 2008年 / 01期
关键词：
nonsmooth optimization; filter method; trust region algorithm; global conver- gence; LC1; optimization;
D O I：
暂无
中图分类号：
O224 [最优化的数学理论];
学科分类号：
070105 ; 1201 ;
摘要：
In this paper we present a filter-trust-region algorithm for solving LC1 uncon- strained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions.
引用
收藏
页码：55 / 66
页数：12
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