A trust region method using subgradient for minimizing a nondifferentiable function
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 t...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Belgrade
2009-01-01
|
| Series: | Yugoslav Journal of Operations Research |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2009/0354-02430902249G.pdf |