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A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities.
Constantin Christof
Juan Carlos de los Reyes
Christian Meyer
Published in:
SIAM J. Optim. (2020)
Keyphrases
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newton method
trust region
variational inequalities
cost function
combinatorial optimization
sensitivity analysis
objective function
optimization problems
convex sets
nonlinear programming
genetic algorithm
search space
evolutionary algorithm
principal component analysis
graphical models
fixed point