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A New Nonsmooth Trust Region Algorithm for Locally Lipschitz Unconstrained Optimization Problems

โœ Scribed by Akbari, Z.; Yousefpour, R.; Reza Peyghami, M.


Book ID
121740243
Publisher
Springer
Year
2014
Tongue
English
Weight
726 KB
Volume
164
Category
Article
ISSN
0022-3239

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A new trust region method for unconstrai
โœ Zhen-Jun Shi; Jin-Hua Guo ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 179 KB

In this paper, we propose a new trust region method for unconstrained optimization problems. The new trust region method can automatically adjust the trust region radius of related subproblems at each iteration and has strong global convergence under some mild conditions. We also analyze the global