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
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;
Conference_Titel :
Image and Signal Processing (CISP), 2010 3rd International Congress on
Conference_Location :
Yantai
Print_ISBN :
978-1-4244-6513-2
DOI :
10.1109/CISP.2010.5647290
