Sep 1, 1993 · At each iteration, an objective function that carries both first and second order information is minimized over a trust region. The term that ...

Oct 22, 2024 · We prove that the algorithm is globally convergent. This convergence result extends the result of Powell for minimization of smooth functions, ...

The classical trust region algorithm for smooth nonlinear programs is extended to the nonsmooth case where the objective function is only locally ...

We propose a new algorithm for minimizing locally Lipschitz functions that combines both the bundle and trust region techniques.

Combining the trust region algorithm of Qi and Sun with the nonmonotone technique, this paper present a nonmonotone trust region algorithm for the unconstrained ...

A New Nonsmooth Trust Region Algorithm for Locally Lipschitz Unconstrained Optimization Problems · Mathematics, Computer Science. Journal of Optimization Theory ...

Abstract: In this paper a trust region algorithm for minimization of locally. Lipschitzian functions, which uses the second order Dini upper directional ...

At each iteration, an objective function that carries both first and second order information is minimized over a trust region. The term that carries the first ...

Citation: Qi, L., Sun, J. (1994). A trust region algorithm for minimization of locally Lipschitzian functions. Mathematical Programming 66 (1-3) : 25-43.

We propose a general trust-region method for the minimization of nonsmooth and nonconvex, locally Lipschitz continuous functions that can be applied, e.g., ...