We introduce a new method for solving a nonsmooth unconstrained optimization problem. This method is based on the solution of a va\-ria\-tio\-nal problem and differs from others previously introducted methods in the following aspects: a) a more sophisticated variational problem is now considered b) the current trust region radius is computed in a automatic way. Preliminary computational results show that the new method performs quite well and can compete with other methods.
A trust region method for nonsmooth optimization / Corradi, Gianfranco. - In: FAR EAST JOURNAL OF APPLIED MATHEMATICS. - ISSN 0972-0960. - STAMPA. - 78:2(2013), pp. 75-89.
A trust region method for nonsmooth optimization
CORRADI, Gianfranco
2013
Abstract
We introduce a new method for solving a nonsmooth unconstrained optimization problem. This method is based on the solution of a va\-ria\-tio\-nal problem and differs from others previously introducted methods in the following aspects: a) a more sophisticated variational problem is now considered b) the current trust region radius is computed in a automatic way. Preliminary computational results show that the new method performs quite well and can compete with other methods.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
