文章基本信息

标题：A trust region method using subgradient for minimizing a nondifferentiable function
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作者：Gardašević-Filipović Milanka
期刊名称：Yugoslav Journal of Operations Research
印刷版ISSN：0354-0243
电子版ISSN：1820-743X
出版年度：2009
卷号：19
期号：2
页码：249-262
DOI：10.2298/YJOR0902249G
出版社：Faculty of Organizational Sciences, Belgrade, Mihajlo Pupin Institute, Belgrade, Economics Institute, Belgrade, Faculty of Transport and Traffic Engineering, Belgrade, Faculty of Mechanical Engineering, Belgrade
摘要：
The minimization of a particular nondifferentiable function is considered. The first and second order necessary conditions are given. A trust region method for minimization of this form of the objective function is presented. The algorithm uses the subgradient instead of the gradient. It is proved that the sequence of points generated by the algorithm has an accumulation point which satisfies the first and second order necessary conditions.
关键词：Trust region method; non-smooth convex optimization