03924521

j

03924521 Yuan, Y. On the superlinear convergence of a trust region algorithm for nonsmooth optimization. Math. Program. 31, 269-285 (1985). 1985 Springer-Verlag, Berlin EN trust region algorithms nonsmooth optimization "second order correction" method superlinear convergent Zbl 0555.65037 Zbl 0476.65048

doi:10.1007/BF02591949

It was shown by the author [IMA J. Numer. Anal. 4, 327-335 (1984; Zbl 0555.65037)] that some trust region algorithms for nonsmooth optimization may converge only linearly. In this paper we study a "second order correction" method proposed by {\it R. Fletcher} [in: Numerical analysis, Lect. Notes Math. 912, 85-114 (1982; Zbl 0476.65048)]. Under some mild conditions it is proved that the method is superlinear convergent.