A trust region algorithm for minimization of locally Lipschitzian functions

descriptionPublicationkeyboard_double_arrow_right Article 01 Aug 1994 Singapore English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 66, pages 25-43 (issn: 0025-5610, eissn: 1436-4646,

Copyright policy )

Authors: Liqun Qi 0001; Jie Sun 0001;

doi: 10.1007/bf01581136

A trust region algorithm for minimization of locally Lipschitzian functions

- Summary
- Subjects
- Metrics

Abstract

The authors prove the global convergence of the classical trust region algorithm in the non-smooth case where the objective function is only locally Lipschitzian. The result is interesting.

Country

Singapore

Related Organizations

UNSW Sydney
Australia
National University of Singapore
Singapore
National University of Singapore Libraries
Singapore

Keywords

global convergence, nonsmooth case, Locally Lipschitzian functions, Nonlinear programming, minimization of locally Lipschitzian functions, Nonsmooth analysis, trust region algorithm, Trust region methods, Global convergence, 510

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	45
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Top 10%
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average