DocumentCode
3265895
Title
A nonmonotone trust region algorithm for minimization of locally lipschitzian functions
Author
Xi, Min ; Wu, Yan ; Zhou, Houchun
Author_Institution
Sch. of Inf., Guangdong Univ. of Foreign Studies, Guangxhou, China
Volume
9
fYear
2010
fDate
16-18 Oct. 2010
Firstpage
4318
Lastpage
4320
Abstract
The classical trust region algorithm was extended to the nonsmooth minimization problem successful by Qi and Sun. Combining the trust region algorithm of Qi and Sun with the nonmonotone technique, this paper present a nonmonotone trust region algorithm for the unconstrained nonsmooth optimization problems where the objective function is locally Lipschitzian, the local convergence results are established.
Keywords
convergence; mathematical programming; minimisation; convergence; locally Lipschitzian function minimization; nonmonotone trust region algorithm; nonsmooth minimization problem; objective function; unconstrained nonsmooth optimization problem; Convergence; Educational institutions; Mathematical programming; Minimization; Signal processing algorithms; Sun;
fLanguage
English
Publisher
ieee
Conference_Titel
Image and Signal Processing (CISP), 2010 3rd International Congress on
Conference_Location
Yantai
Print_ISBN
978-1-4244-6513-2
Type
conf
DOI
10.1109/CISP.2010.5647290
Filename
5647290
Link To Document