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A Trust Region Method Using Subgradient for Minimizing a Nondifferentiable Function
Yugoslav journal of operations research, Tome 19 (2009) no. 2, p. 249 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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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 },
     year = {2009},
     volume = {19},
     number = {2},
     zbl = {1224.90131},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2009_19_2_a3/}
}
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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/