On piecewise quadratic Newton and trust region problems

  title={On piecewise quadratic Newton and trust region problems},
  author={J. Sun},
  journal={Math. Program.},
Some recent algorithms for nonsmooth optimization require solutions to certain piecewise quadratic programming subproblems. Two types of subproblems are considered in this paper. The first type seeks the minimization of a continuously differentiable and strictly convex piecewise quadratic function subject to linear equality constraints. We prove that a nonsmooth version of Newton's method is globally and finitely convergent in this case. The second type involves the minimization of a possibly… CONTINUE READING


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