| A SQP METHOD FOR MINIMIZING A CLASS OF NONSMOOTH FUNCTIONS |
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| 引用本文： | 孙小玲,张连生,白延琴. A SQP METHOD FOR MINIMIZING A CLASS OF NONSMOOTH FUNCTIONS[J]. 高等学校计算数学学报(英文版), 1996, 0(2) |
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| 作者姓名： | 孙小玲 张连生 白延琴 |
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| 作者单位： | Department of Mathematics，Shanghai University，Shanghai Jiading，Shanhai 201800，PRC.，Department of Mathematics，Shanghai university，Shanghai Jiading，Shanhai 201800，PRC.，Department of Mathematics，Shanghai University，Shanghai Jiading，Shanhai 201800，PRC. |
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| 摘 要： | In this paper,we present a successive quadratic programming(SQP)method for minimizing a class of nonsmooth functions,which are the sum of a convex function and a nonsmooth composite function.The method generates new iterations by using the Armijo-type line search technique after having found the search directions.Global convergence property is established under mild assumptions.Numerical results are also offered.
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A SQP METHOD FOR MINIMIZING A CLASS OF NONSMOOTH FUNCTIONS |
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| Sun Xiao-ling. A SQP METHOD FOR MINIMIZING A CLASS OF NONSMOOTH FUNCTIONS[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 1996, 0(2) |
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| Authors: | Sun Xiao-ling |
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| Affiliation: | Sun Xiao-ling Department of Mathematics,Shanghai University,Shanghai Jiading,Shanhai 201800,PRC. Zhang Lian-sheng Department of Mathematics,Shanghai university,Shanghai Jiading,Shanhai 201800,PRC. Bai Yan-qin Department of Mathematics,Shanghai University,Shanghai Jiading,Shanhai 201800,PRC. |
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| Abstract: | In this paper,we present a successive quadratic programming(SQP)method for minimizing a class of nonsmooth functions,which are the sum of a convex function and a nonsmooth composite function.The method generates new iterations by using the Armijo-type line search technique after having found the search directions.Global convergence property is established under mild assumptions.Numerical results are also offered. |
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| Keywords: | Nonsmooth optimization SQP method global convergence. |
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