A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization

作者：Lu, Sha^*; Wei, Zengxin; Li, Lue

来源：Computational Optimization and Applications, 2012, 51(2): 551-573.

DOI：10.1007/s10589-010-9363-1

• Trust region method
• Nonsmooth convex minimization
• Moreau-Yosida regularization
• Proximal method
• Cubic overestimation model

By using the Moreau-Yosida regularization and proximal method, a new trust region algorithm is proposed for nonsmooth convex minimization. A cubic sub-problem with adaptive parameter is solved at each iteration. The global convergence and Q-superlinear convergence are established under some suitable conditions. The overall iteration bound of the proposed algorithm is discussed. Preliminary numerical experience is reported.

• 出版日期2012-3
• 单位广西大学; 南宁师范大学; 广西师范大学