A trust region method using subgradient for minimizing a nondifferentiable function | Zendy

Milanka Gardašević-Filipović | Zendy

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A trust region method using subgradient for minimizing a nondifferentiable function

Author(s) -

Milanka Gardašević-Filipović

Publication year - 2009

Publication title -

yugoslav journal of operations research

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.221

H-Index - 21

eISSN - 1820-743X

pISSN - 0354-0243

DOI - 10.2298/yjor0902249g

Subject(s) - subgradient method , trust region , minification , mathematical optimization , function (biology) , sequence (biology) , mathematics , order (exchange) , point (geometry) , computer science , algorithm , genetics , geometry , computer security , finance , evolutionary biology , economics , radius , biology

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

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