مشخصات پژوهش

عنوان	A new nonsmooth trust-region method equipped with a line search for minimizing locally Lipschitz functions
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Nonsmooth trust region method, Line search method, Lipschitz functions, CG-Steihaug method.
چکیده	In this paper, we employ a line search technique in the framework of trust region methods and pro- pose a new nonsmooth trust region method for minimization of locally Lipschitz functions. Despite existing nonsmooth trust region methods, our new proposed approach performs a line search along a descent direction rather than resolving the subproblem in the lack of sufficient reduction. This causes a significant decrease in the number of subproblem resolving and therefore function evaluations. Under some standard assumptions, the global convergence property of the new proposed method is established for minimization of locally Lipschitz functions. The proposed algorithm is implemented in MATLAB environment and tested on some test problems. Numerical results con rm the efficiency of the new approach in comparison with some existing trust region methods for nonsmooth functions.
پژوهشگران	محمد رضا پیغامی (نفر دوم)، روح اله یوسف پور (نفر سوم)، زهره اکبری (نفر اول)