关于一类凸约束非光滑最优化问题的信赖域算法

本文将一类求解具有凸约束光滑非线性规划的信赖域算法推广到非光滑情形，并且仅要求目标函数是局部李普希兹的。在每次迭代中，都在信赖域上求解一个带有目标函数一阶和二阶信息的子问题，并且一阶信息是一个不明显依赖于次梯度或方向导数的迭代函数，并证明了该算法的全局收敛性。

A Trust Region Algorithm for Nonsmooth Optimization on Convex Constraints

In this paper,We extend the trust region algorithm for Smooth nonlinear programs on convex constraint to nonsmooth case where the objective function is only locally lipschitzian at each iteration a subproblem that carries both first and second order information of objective function is minimized over a trust region and the first order information is an iteration function that may not explicitly depend on subgradients or directional derivatives. we prove that the algorithm is globally convergent.