Please use this identifier to cite or link to this item:
|Type:||Artigo de periódico|
|Title:||A trust region method for minimization of nonsmooth functions with linear constraints|
|Abstract:||We introduce a trust region algorithm for minimization of nonsmooth functions with linear constraints. At each iteration, the objective function is approximated by a model function that satisfies a set of assumptions stated recently by Qi and Sun in the context of unconstrained nonsmooth optimization. The trust region iteration begins with the resolution of an ''easy problem'', as in recent works of Martinet and Santos and Friedlander, Martinet and Santos, for smooth constrained optimization. In practical implementations we use the infinity norm for defining the trust region, which fits well with the domain of the problem. We prove global convergence and report numerical experiments related to a parameter estimation problem.|
|Editor:||Elsevier Science Bv|
|Appears in Collections:||Artigos e Materiais de Revistas Científicas - Unicamp|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.