A filter-trust-region method for LC 1 unconstrained optimization and its global convergence

Zhenghao Yang; Wenyu Sun; Chuangyin Dang

doi:10.1007/s10496-008-0055-y

A filter-trust-region method for LC ¹ unconstrained optimization and its global convergence

Zhenghao Yang
, Wenyu Sun
, Chuangyin Dang

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

8 Citations (Scopus)

Abstract

In this paper we present a filter-trust-region algorithm for solving LC ¹ unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions. © 2008 Editorial Board of Analysis in Theory and Applications and Springer-Verlag GmbH.

Original language	English
Pages (from-to)	55-66
Journal	Analysis in Theory and Applications
Volume	24
Issue number	1
DOIs	https://doi.org/10.1007/s10496-008-0055-y
Publication status	Published - Mar 2008

Research Keywords

Filter method
Global convergence
LC1 optimization
Nonsmooth optimization
Trust region algorithm

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10.1007/s10496-008-0055-y

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Cite this

@article{573a85f5a02249dc92cb8cd37743e910,

title = "A filter-trust-region method for LC 1 unconstrained optimization and its global convergence",

abstract = "In this paper we present a filter-trust-region algorithm for solving LC 1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions. {\textcopyright} 2008 Editorial Board of Analysis in Theory and Applications and Springer-Verlag GmbH.",

keywords = "Filter method, Global convergence, LC1 optimization, Nonsmooth optimization, Trust region algorithm",

author = "Zhenghao Yang and Wenyu Sun and Chuangyin Dang",

year = "2008",

month = mar,

doi = "10.1007/s10496-008-0055-y",

language = "English",

volume = "24",

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journal = "Analysis in Theory and Applications",

issn = "1672-4070",

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TY - JOUR

T1 - A filter-trust-region method for LC 1 unconstrained optimization and its global convergence

AU - Yang, Zhenghao

AU - Sun, Wenyu

AU - Dang, Chuangyin

PY - 2008/3

Y1 - 2008/3

N2 - In this paper we present a filter-trust-region algorithm for solving LC 1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions. © 2008 Editorial Board of Analysis in Theory and Applications and Springer-Verlag GmbH.

AB - In this paper we present a filter-trust-region algorithm for solving LC 1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions. © 2008 Editorial Board of Analysis in Theory and Applications and Springer-Verlag GmbH.

KW - Filter method

KW - Global convergence

KW - LC1 optimization

KW - Nonsmooth optimization

KW - Trust region algorithm

UR - https://www.scopus.com/pages/publications/48249113822

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-48249113822&origin=recordpage

U2 - 10.1007/s10496-008-0055-y

DO - 10.1007/s10496-008-0055-y

M3 - RGC 21 - Publication in refereed journal

SN - 1672-4070

VL - 24

SP - 55

EP - 66

JO - Analysis in Theory and Applications

JF - Analysis in Theory and Applications

IS - 1

ER -