Mathematical Programming

, Volume 31, Issue 2, pp 220–228 | Cite as

Conditions for convergence of trust region algorithms for nonsmooth optimization

Article

Abstract

This paper discusses some properties of trust region algorithms for nonsmooth optimization. The problem is expressed as the minimization of a functionh(f(x), whereh(·) is convex andf is a continuously differentiable mapping from ℝ″ to ℝ‴. Bounds for the second order derivative approximation matrices are discussed. It is shown that Powel’s [7, 8] results hold for nonsmooth optimization.

Key words

Trust Region Algorithms Nonsmooth Optimization Stationary Points 

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Copyright information

© The Mathematical Programming Society, Inc. 1985

Authors and Affiliations

  • Y. Yuan
    • 1
  1. 1.Department of Applied Mathematics and Theoretical PhysicsUniversity of CambridgeCambridgeUK

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