Global Convergence of Trust Region Algorithms for ... - CiteSeerX
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Global Convergence of Trust Region Algorithms for ... - CiteSeerX
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Global Convergence of Trust Region Algorithms for Nonsmooth Optimization Y. Yuan Department of Applied Mathematics and Theoretical Physics University of Cambridge Silver Street Cambridge, CB3 9EW England
Abstract
A general family of trust region algorithms for nonsmooth optimization is considered. Conditions for convergence are presented that allow a wide range of second derivative approximations. It si noted that the given theory applies to many known trust region methods.
Key words: Trust Region Algorithms, Nonsmooth Optimization, Convergence.
Technical Report: DAMTP 1983/NA13
1
1. Introduction The problem is to minimize a nonsmooth function which has the form h(f (x)), where h(:) is a convex function from
