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A globally and superlinearly convergent trust region method for LC 1 optimization problems

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Abstract

A new trust region algorithm for solving convex LC 1 optimization problem is presented. It is proved that the algorithm is globally convergent and the rate of convergence is superlinear under some reasonable assumptions.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academia Sinica, 100080, Beijing

    Zhang Liping & Lai Yanlian

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  1. Zhang Liping
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  2. Lai Yanlian
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Supported by the National Natural Science Foundation of P. R. China (19971002) and the Subject of Beijing Educational Committee.

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Liping, Z., Yanlian, L. A globally and superlinearly convergent trust region method for LC 1 optimization problems. Appl. Math.- J. Chin. Univ. 16, 72–80 (2001). https://doi.org/10.1007/s11766-001-0039-6

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  • DOI: https://doi.org/10.1007/s11766-001-0039-6

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