A derivative-free trust-region algorithm for composite nonsmooth optimization

doi:10.1007/s40314-014-0201-4

	A derivative-free trust-region algorithm for composite nonsmooth optimization
	Grapiglia, Geovani Nunes 1,2; Yuan, Jinyun 1; Yuan, Ya-xiang3
	2016-07-01
发表期刊	COMPUTATIONAL & APPLIED MATHEMATICS
ISSN	0101-8205
卷号	35 期号:2 页码:475-499
摘要	The derivative-free trust-region algorithm proposed by Conn et al. (SIAM J Optim 20:387-415, 2009) is adapted to the problem of minimizing a composite function Phi(x) = f (x)+ h(c(x)), where f and c are smooth, and h is convex but may be nonsmooth. Under certain conditions, global convergence and a function-evaluation complexity bound are proved. The complexity result is specialized to the case when the derivative-free algorithm is applied to solve equality-constrained problems. Preliminary numerical results with minimax problems are also reported.
关键词	Nonsmooth optimization Nonlinear programming Trust-region methods Derivative-free optimization Global convergence Worst-case complexity
DOI	10.1007/s40314-014-0201-4
语种	英语
资助项目	CAPES, Brazil[PGCI 12347/12-4] ; CNPq, Brazil ; NSFC, China[11331012]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000378929000009
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/23002
专题	计算数学与科学工程计算研究所
通讯作者	Grapiglia, Geovani Nunes
作者单位	1.Univ Fed Parana, Dept Matemat, Ctr Politecn, Cx Postal 19-081, BR-81531980 Curitiba, Parana, Brazil 2.Minist Educ Brazil, Capes Fdn, Cx Postal 250, BR-70040020 Brasilia, DF, Brazil 3.Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Zhong Guan Cun Donglu 55, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Grapiglia, Geovani Nunes,Yuan, Jinyun,Yuan, Ya-xiang. A derivative-free trust-region algorithm for composite nonsmooth optimization[J]. COMPUTATIONAL & APPLIED MATHEMATICS,2016,35(2):475-499.
APA	Grapiglia, Geovani Nunes,Yuan, Jinyun,&Yuan, Ya-xiang.(2016).A derivative-free trust-region algorithm for composite nonsmooth optimization.COMPUTATIONAL & APPLIED MATHEMATICS,35(2),475-499.
MLA	Grapiglia, Geovani Nunes,et al."A derivative-free trust-region algorithm for composite nonsmooth optimization".COMPUTATIONAL & APPLIED MATHEMATICS 35.2(2016):475-499.