MINIMIZATION OF A NONDIFFERENTIABLE FUNCTION: AN ALGORITHM USING TRUST REGION TECHNIQUE AND CONJUGATE SUBGRADIENT METHOD

Milanka D. Gardašević-Filipovoć, Nada I. Djuranović-Miličić

DOI Number
-
First page
583
Last page
596

Abstract


Abstract. In this paper we present a method for minimization of a
nondifferentiable function. The method uses trust region strategy combined with a conjugate subgradient method. It is proved that the
sequence of points generated by the algorithm has an accumulation point
which satisfies the first order necessary and sufficient conditions.

Keywords


non-smooth convex optimization, trust region method, conjugate subgradient method, bundle methods

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References


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