A TRUST REGION ALGORITHM FOR CONSTRAINED NONSMOOTH OPTIMIZATION PROBLEMS  被引量:2

A TRUST REGION ALGORITHM FOR CONSTRAINED NONSMOOTH OPTIMIZATION PROBLEMS

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作  者:Yu-fei Yang Dong-hui Li 

机构地区:[1]Hunan Univ, Inst Appl Math, Changsha 410082, Peoples R China

出  处:《Journal of Computational Mathematics》2001年第4期357-364,共8页计算数学(英文)

基  金:The authors are supported by the Natronal Natural Science Foundation of China

摘  要:Presents an inexact trust region algorithm for solving constrained nonsmooth optimization problems. Global convergence of the algorithm; Assumptions on the algorithm; Relation between critical points and stationary points.Presents an inexact trust region algorithm for solving constrained nonsmooth optimization problems. Global convergence of the algorithm; Assumptions on the algorithm; Relation between critical points and stationary points.

关 键 词:trust region method nonsmooth function constrained optimization global convergence 

分 类 号:O224[理学—运筹学与控制论]

 

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