Geodesic
A Trust Region Method Using Subgradient for Minimizing a Nondifferentiable Function
Yugoslav journal of operations research, Tome 19 (2009) no. 2, p. 249 .

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

The minimization of a particular nondifferentiable function is considered. The first and second order necessary conditions are given. A trust region method for minimization of this form of the objective function is presented. The algorithm uses the subgradient instead of the gradient. It is proved that the sequence of points generated by the algorithm has an accumulation point which satisfies the first and second order necessary conditions
Classification : 90C25
Keywords: Trust region method, non-smooth convex optimization. 
@article{YJOR_2009_19_2_a3,
     author = {Milanka Garda\v{s}evi\'c Filipovi\'c},
     title = {A {Trust} {Region} {Method} {Using} {Subgradient} for {Minimizing} a {Nondifferentiable} {Function}},
     journal = {Yugoslav journal of operations research},
     pages = {249 },
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {2009},
     zbl = {1224.90131},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2009_19_2_a3/}
}
TY  - JOUR
AU  - Milanka Gardašević Filipović
TI  - A Trust Region Method Using Subgradient for Minimizing a Nondifferentiable Function
JO  - Yugoslav journal of operations research
PY  - 2009
SP  - 249 
VL  - 19
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/YJOR_2009_19_2_a3/
LA  - en
ID  - YJOR_2009_19_2_a3
ER  - 
%0 Journal Article
%A Milanka Gardašević Filipović
%T A Trust Region Method Using Subgradient for Minimizing a Nondifferentiable Function
%J Yugoslav journal of operations research
%D 2009
%P 249 
%V 19
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/YJOR_2009_19_2_a3/
%G en
%F YJOR_2009_19_2_a3
Milanka Gardašević Filipović. A Trust Region Method Using Subgradient for Minimizing a Nondifferentiable Function. Yugoslav journal of operations research, Tome 19 (2009) no. 2, p. 249 . http://geodesic.mathdoc.fr/item/YJOR_2009_19_2_a3/