Trust region algorithm for nonsmooth optimization

被引：10
|
作者：
deSampaio, RJB [1 ]
Yuan, JY [1 ]
Sun, WY [1 ]
机构：
[1] NANJING UNIV,DEPT MATH,NANJING 210093,PEOPLES R CHINA
来源：
APPLIED MATHEMATICS AND COMPUTATION | 1997年 / 85卷 / 2-3期
基金：
中国国家自然科学基金;
关键词：
D O I：
10.1016/S0096-3003(96)00112-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Minimization of a composite function h(f(x)) is considered here, where f: R-n --> R-m is a locally Lipschitzian function, and h: R-m --> R is a continuously differentiable convex function. Theory of trust region algorithm for nonsmooth optimization given by Fletcher, Powell, and Yuan, is extended to this Ease. Trust region algorithm and its global convergence are studied. Finally, same applications on nonlinear and nonsmooth least squares problems are also given. (C) Elsevier Science Inc., 1997.
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页码：109 / 116
页数：8
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