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Zohreh Akbari

Zohreh Akbari

Academic rank: Assistant Professor
ORCID:
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address:
Phone: 011-35302460

Research

Title
An extension of Quasi-Newton method for minimizing a locally Lipschitzian function
Type
Presentation
Keywords
Quasi-Newton method, Lipschitz function, quadratic model, line search.
Year
2016
Researchers Zohreh Akbari

Abstract

In this paper, we approximate locally Lipschitz functions with a quadratic function. The search direction is achieved by minimization of this quadratic function. This quadratic model is constructed such that the computed search direction will be descent for the objective function.We apply the line search method along this direction. To update the quadratic model, we use the Quasi-Newton method. Next, we present globally convergent of the minimization algorithm. Finally, the proposed algorithm is implemented in MATLAB environment on the some nonsmooth optimization problems and compared with famous algorithms.