Solution of monotone complementarity problems with locally Lipschitzian functions

1997 ◽  
Vol 76 (3) ◽  
pp. 513-532 ◽  
Author(s):  
Andreas Fischer
Keyword(s):  
Complementarity Problems ◽  
Lipschitzian Functions ◽  
Locally Lipschitzian Functions

Minimization of Locally Lipschitzian Functions

1991 ◽  
Vol 1 (1) ◽  
pp. 57-82 ◽  
Author(s):  
Jong-Shi Pang ◽  
Shih-Ping Han ◽  
Narayan Rangaraj
Keyword(s):  
Lipschitzian Functions ◽  
Locally Lipschitzian Functions

scholarly journals A trust region algorithm for lc1 unconstrained optimization

Filomat ◽  
2007 ◽  
Vol 21 (2) ◽  
pp. 285-290
Author(s):  
Nada Djuranovic-Milicic
Keyword(s):  
Rate Of Convergence ◽  
Unconstrained Optimization ◽  
Directional Derivative ◽  
Trust Region ◽  
Second Order ◽  
Trust Region Algorithm ◽  
Lipschitzian Functions ◽  
Convergence Proof ◽  
Locally Lipschitzian Functions

In this paper a trust region algorithm for minimization of locally Lipschitzian functions, which uses the second order Dini upper directional derivative is considered. A convergence proof is given, as well as an estimate of the rate of convergence. .

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