A Nonmonotone Trust Region Algorithm Model for Minimization of Locally Lipschitzian Functions

摘要：

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 global convergence results are established.

关键词： Nonsmooth optimization Nonmonotone Trust region algorithm Critical point

作者: Houchun Zhou Min Xi

作者单位: Dept. of Math., Linyi Normal University, Linyi, 276005, China School of Informatics, Guangdong University of foreign studies, Guangdong, 510006, China

会议类型: 国际会议

会议名称: The Seventh International Symposium(ISORA08)(第七届国际效力研究及其应用学术会议)

会议地点: 云南丽江

会议语种:英文

页码: 166-171

在线出版日期: 2008-10-31（万方平台首次上网日期，不代表论文的发表时间）