An Example of Only Linear Convergence of Trust Region Algorithms for Non-smooth Optimization

1 July 1984

journal article
Published by Oxford University Press (OUP) in IMA Journal of Numerical Analysis

Vol. 4 (3) , 327-335
https://doi.org/10.1093/imanum/4.3.327

Abstract

Most superlinear convergence results about trust region algorithms for non-smooth optimization are dependent on the inactivity of trust region restrictions. An example is constructed to show that it is possible that at every iteration the trust region bound is active and the rate of convergence is only linear, though strict complementarity and second order sufficiency conditions are satisfied.

Keywords

REGION ALGORITHMS
SMOOTH OPTIMIZATION
TRUST REGION
LINEAR CONVERGENCE
EXAMPLE

This publication has 0 references indexed in Scilit: