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Nonsmooth Trust-region Algorithm with Applications to Robust Stability of Uncertain Systems by Apkarian, Pierre; Noll, Dominikus; Ravanbod, Laleh is a scholarly article available to read on EtoBox.

What is Nonsmooth Trust-region Algorithm with Applications to Robust Stability of Uncertain Systems about?

We propose a bundle trust-region algorithm to minimize locally Lipschitz functions which are potentially nonsmooth and nonconvex. We prove global convergence of our method and show by way of an example that the classical convergence argument in trust-region methods based on the Cauchy point fails in the nonsmooth setting. Our method is tested experimentally on three problems in automatic control.

Author

Apkarian, Pierre; Noll, Dominikus; Ravanbod, Laleh

Published

2015

Language

EN