MINIMIZATION OF A NONDIFFERENTIABLE FUNCTION: AN ALGORITHM USING TRUST REGION TECHNIQUE AND CONJUGATE SUBGRADIENT METHOD

Abstract

Abstract. In this paper we present a method for minimization of anondifferentiable function. The method uses trust region strategy combined with a conjugate subgradient method. It is proved that thesequence of points generated by the algorithm has an accumulation pointwhich satisfies the first order necessary and sufficient conditions

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