RESTRICTED STEP AND LEVENBERG-MARQUARDT TECHNIQUES IN PROXIMAL BUNDLEMETHODS FOR NONCONVEX NONDIFFERENTIABLE OPTIMIZATION

Authors
KIWIEL KC
Citation
Kc. Kiwiel, RESTRICTED STEP AND LEVENBERG-MARQUARDT TECHNIQUES IN PROXIMAL BUNDLEMETHODS FOR NONCONVEX NONDIFFERENTIABLE OPTIMIZATION, SIAM journal on optimization, 6(1), 1996, pp. 227-249
Citations number
54
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on optimization → ACNP
ISSN journal
10526234
Volume
6
Issue
1
Year of publication
1996
Pages
227 - 249
Database
ISI
SICI code
1052-6234(1996)6:1<227:RSALTI>2.0.ZU;2-J
Abstract
Two methods are given for minimizing locally Lipschitzian upper semidi fferentiable functions. They employ extensions of restricted step (tru st region) and Levenberg-Marquardt techniques that are widely used in other contexts. Extensions to linearly constrained optimization are di scussed. Preliminary numerical experience is reported.