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Zohreh Akbari

Zohreh Akbari

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

Research

Title
A trust region method for solving linearly constrained locally Lipschitz optimization problems
Type
JournalPaper
Keywords
Nonsmooth trust region, method; linear constraints, null space technique, Lipschitz functions, CG-Steihaug method.
Year
2017
Journal OPTIMIZATION
DOI
Researchers Zohreh Akbari ، Rohollah Yousefpour

Abstract

In this paper, we present a nonsmooth trust region method for solving linearly constrained optimization problemswith a locally Lipschitz objective function. Using the approximation of the steepest descent direction, a quadratic approximation of the objective function is constructed. The null space technique is applied to handle the constraints of the quadratic subproblem. Next, the CG-Steihaug method is applied to solve the new approximation quadratic model with only the trust region constraint. Finally, the convergence of presented algorithm is proved. This algorithm is implemented in the MATLAB environment and the numerical results are reported. 0233-1934