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On the superlinear convergence of a trust region algorithm for nonsmooth optimization |
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| Authors: | Y Yuan |
| Institution: | (1) Department of Applied Mathematics and Theoretical Physics, University of Cambridge, CB3 9EW Cambridge, England |
| Abstract: | It is proved that the second order correction trust region algorithm of Fletcher 5] ensures superlinear convergence if some mild conditions are satisfied. |
| Keywords: | Trust Region Algorithms Nonsmooth Optimization Superlinear Convergence |
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