A Trust Region Algorithm for Constrained Nonsmooth Optimization Problems

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Abstract

This paper presents a new inexact trust region algorithm for solving constrained nonsmooth optimization problems. Under certain conditions, we prove that the algorithm is globally convergent.

Keywords:

Trust region method Nonsmooth function Constrained optimization Global convergence.
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A Trust Region Algorithm for Constrained Nonsmooth Optimization Problems. (2001). Journal of Computational Mathematics, 19(4), 357-364. https://www.global-sci.com/index.php/JCM/article/view/11438