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A derivative-free trust-region algorithm for composite nonsmooth optimization
Grapiglia, Geovani Nunes1,2; Yuan, Jinyun1; Yuan, Ya-xiang3
2016-07-01
Source PublicationCOMPUTATIONAL & APPLIED MATHEMATICS
ISSN0101-8205
Volume35Issue:2Pages:475-499
AbstractThe 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.
KeywordNonsmooth optimization Nonlinear programming Trust-region methods Derivative-free optimization Global convergence Worst-case complexity
DOI10.1007/s40314-014-0201-4
Language英语
Funding ProjectCAPES, Brazil[PGCI 12347/12-4] ; CNPq, Brazil ; NSFC, China[11331012]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000378929000009
PublisherSPRINGER HEIDELBERG
Citation statistics
Cited Times:8[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/23002
Collection计算数学与科学工程计算研究所
Affiliation1.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
Recommended Citation
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.
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