A Unified Approach to Global Convergence of Trust Region Methods for Nonsmooth Optimization

Date
1989-07
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract

This paper investigates the global convergence of trust region (TR) methods for solving nonsmooth minimization problems. For a class of nonsmooth objective functions called regular functions, conditions are found on the TR local models that imply three fundamental convergence properties. These conditions are shown to be satisfied by Fletcher's TR method for solving constrained optimization problems, Powell for solving nonlinear fitting problems, Zhang, Kim & Lasdon's successive linear programming method for solving constrained problems, Duff, Nocedal & Reid's TR method for solving systems of nonlinear equations, and El Hallabi & Tapia's TR method for solving systems of nonlinear equations. Thus our results can be viewed as a unified convergence theory for TR methods for nonsmooth problems.

Description
Advisor
Degree
Type
Technical report
Keywords
Citation

Dennis, J.E. Jr., Li, Shou-Bai and Tapia, R.A.. "A Unified Approach to Global Convergence of Trust Region Methods for Nonsmooth Optimization." (1989) https://hdl.handle.net/1911/101657.

Has part(s)
Forms part of
Published Version
Rights
Link to license
Citable link to this page