A trust region method using subgradient for minimizing a nondifferentiable function

  • Filipovic Gardasevic

Abstract

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 that the sequence of points generated by the algorithm has an accumulation point which satisfies the first and second order necessary conditions.
Published
2016-10-11
How to Cite
GARDASEVIC, Filipovic. A trust region method using subgradient for minimizing a nondifferentiable function. Yugoslav Journal of Operations Research, [S.l.], v. 19, n. 2, oct. 2016. ISSN 2334-6043. Available at: <https://yujor.fon.bg.ac.rs/index.php/yujor/article/view/331>. Date accessed: 05 dec. 2024.
Citation Formats
Issue
Vol 19 No 2 (2009): Vol. 19 No. 2
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Articles
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