A CONIC TRUST REGION METHOD FOR LOCALLY LIPSCHITZ OPTIMIZATION PROBLEMS

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AKBARI Z.

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Paper Information

Journal: Journal of Operational Research in its Applications Year:2017 | Volume:14 | Issue:2 (53) Page(s): 95-109

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Information Journal Paper

Title

A CONIC TRUST REGION METHOD FOR LOCALLY LIPSCHITZ OPTIMIZATION PROBLEMS

Author(s)

AKBARI Z. | Issue Writer Certificate

Keywords

NON-SMOOTH TRUST REGION METHODQ1

CONIC MODELQ1

LIPSCHITZ FUNCTIONSQ1

CONVENIENT CURVILINEAR SEARCH METHODQ1

Abstract

In this paper, we present a trust region method for unconstrained optimization problems with locally LIPSCHITZ FUNCTIONS. For this idea, at first, a smoothing CONIC MODEL sub-problem is introduced for the objective function, by the approximation of steepest descent method. Next, for solving the conic sub-problem, we presented the modified CONVENIENT CURVILINEAR SEARCH METHOD and equipped it with Armijo condition such that in each repetition, the objective function is sufficiently reduced. Then, the convergence property of this method is proved. Finally, the presented method is implemented in MATLAB environment, and numerical results are compared with the NON-SMOOTH TRUST REGION METHOD.

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APA: Copy

AKBARI, Z.. (2017). A CONIC TRUST REGION METHOD FOR LOCALLY LIPSCHITZ OPTIMIZATION PROBLEMS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), 14(2 (53) ), 95-109. SID. https://sid.ir/paper/164699/en

Vancouver: Copy

AKBARI Z.. A CONIC TRUST REGION METHOD FOR LOCALLY LIPSCHITZ OPTIMIZATION PROBLEMS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS)[Internet]. 2017;14(2 (53) ):95-109. Available from: https://sid.ir/paper/164699/en

IEEE: Copy

Z. AKBARI, “A CONIC TRUST REGION METHOD FOR LOCALLY LIPSCHITZ OPTIMIZATION PROBLEMS,” JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), vol. 14, no. 2 (53) , pp. 95–109, 2017, [Online]. Available: https://sid.ir/paper/164699/en

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