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Original Articles

An Algorithm Using Trust Region Strategy for Minimization of a Nondifferentiable Function

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Pages 1239-1251 | Received 10 Apr 2010, Accepted 06 Jun 2011, Published online: 09 Nov 2011
 

Abstract

In this article, we present a method for minimization of a nondifferentiable function. The method uses trust region strategy combined with a bundle method philosophy. It is proved that the sequence of points generated by the algorithm has an accumulation point that satisfies the first order necessary and sufficient conditions.

AMS Subject Classification:

ACKNOWLEDGMENT

This research was supported by Science Fund of Serbia, grant number III-44007.

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