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

文献类型：期刊论文

作者Grapiglia, Geovani Nunes1,2; Yuan, Jinyun1; Yuan, Ya-xiang3
刊名COMPUTATIONAL & APPLIED MATHEMATICS
出版日期2016-07-01
卷号35期号:2页码:475-499
关键词Nonsmooth optimization Nonlinear programming Trust-region methods Derivative-free optimization Global convergence Worst-case complexity
ISSN号0101-8205
DOI10.1007/s40314-014-0201-4
英文摘要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.
资助项目CAPES, Brazil[PGCI 12347/12-4] ; CNPq, Brazil ; NSFC, China[11331012]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000378929000009
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/23001]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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