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 prob lem successful by Qi and Sun. Combining the trust region algorithm of Qi and Sun with the non monotone 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: Yan Wu Hou-chun Zhou

作者单位: Department of Mathematics, Linyi Normal University, Linyi, Shandong 276005, China

会议类型: 国际会议

会议名称: The 8th International Symposium on Operations Research and Its Applications(第八届运筹及其应用国际专题讨论会 ISORA09)

会议地点: 张家界

会议语种:英文

页码: 61-66

在线出版日期: 2009-09-20（万方平台首次上网日期，不代表论文的发表时间）