A nonmonotone trust region algorithm for unconstrained nonsmooth optimization

被引:0
|
作者
柯小伍
刘光辉
徐大川
机构
关键词
trust region algorithms; locally Lipschitzian functions; global convergence; nonmonotone; nonsmooth optimization;
D O I
暂无
中图分类号
O241 [数值分析];
学科分类号
070102 ;
摘要
In this note, the following unconstrained nonsmooth optimization problem is considered where f(x):R~n→R is only a locally Lipschitzian function. Many papers appear on the convergence properties of the trust region algorithm to solve several different particular nonsmooth problems. Dennis, Li and Tapia proposed a general trust region model by using regular functions. They proved the global convergence of the general trust region model under some mild conditions which are shown to be satisfied by many trust region algorithms including smooth one. Qi and Sun provided another trust region model which
引用
收藏
页码:197 / 201
页数:5
相关论文
共 50 条