A derivative-free trust-region algorithm for composite nonsmooth optimization | |
Grapiglia, Geovani Nunes1,2; Yuan, Jinyun1; Yuan, Ya-xiang3![]() | |
刊名 | COMPUTATIONAL & APPLIED MATHEMATICS
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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 |
DOI | 10.1007/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 |
出版者 | SPRINGER HEIDELBERG |
WOS记录号 | WOS:000378929000009 |
内容类型 | 期刊论文 |
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. |
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