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Rohollah Yousefpour

Rohollah Yousefpour

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address:
Phone: 09113147287

Research

Title
A new nonsmooth trust-region method equipped with a line search for minimizing locally Lipschitz functions
Type
JournalPaper
Keywords
Nonsmooth trust region method, Line search method, Lipschitz functions, CG-Steihaug method.
Year
2018
Journal Pacific Journal of Optimization
DOI
Researchers Zohreh Akbari ، M. Reza Peghami ، Rohollah Yousefpour

Abstract

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.