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A filter-trust-region method for LC1 unconstrained optimization and its global convergence
Authors:Zhenghao Yang  Wenyu Sun  Chuangyin Dang
Affiliation:[1]Nanjing Normal University; China [2]City University of Hong Kong, Hong Kong, China
Abstract:In this paper we present a filter-trust-region algorithm for solving LC1 unconstrained optimization problems which uses the second Dini upper directional derivative.We establish the global convergence of the algorithm under reasonable assumptions.
Keywords:nonsmooth optimization  filter method  trust region algorithm  global convergence  LC1 optimization
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