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

dc.contributor.authorDennis, J.E. Jr.
dc.contributor.authorLi, Shou-Bai
dc.contributor.authorTapia, R.A.
dc.date.accessioned2018-06-18T17:29:02Z
dc.date.available2018-06-18T17:29:02Z
dc.date.issued1989-07
dc.date.noteJuly 1989 (Revised April 1990 and July 1993)
dc.description.abstractThis 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.
dc.format.extent41 pp
dc.identifier.citationDennis, J.E. Jr., Li, Shou-Bai and Tapia, R.A.. "A Unified Approach to Global Convergence of Trust Region Methods for Nonsmooth Optimization." (1989) <a href="https://hdl.handle.net/1911/101657">https://hdl.handle.net/1911/101657</a>.
dc.identifier.digitalTR89-05
dc.identifier.urihttps://hdl.handle.net/1911/101657
dc.language.isoeng
dc.titleA Unified Approach to Global Convergence of Trust Region Methods for Nonsmooth Optimization
dc.typeTechnical report
dc.type.dcmiText
Files
Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
TR89-05.pdf
Size:
511.6 KB
Format:
Adobe Portable Document Format