| 基于次梯度选取的非光滑优化强次可行方向法 |
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| 引用本文： | 唐春明,简金宝.基于次梯度选取的非光滑优化强次可行方向法[J].应用数学学报,2011,34(5). |
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| 作者姓名： | 唐春明 简金宝 |
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| 作者单位： | 广西大学数学与信息科学学院,南宁,530004 |
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| 基金项目： | 国家自然科学基金(71061002); 广西自然科学基金(0832052,2010GXNSFB013047); 广西教育厅科研基金(20091 1MS202); 广西大学科研基金(XBZ100086)资助项目 |
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| 摘 要： | 本文结合次梯度选取技术及割平面法和强次可行方向法的思想,提出了一个求解目标函数非光滑约束优化问题的强次可行方向算法.通过设计一个新的寻找搜索方向子问题和构造新型线搜索,算法不仅能接受不可行的初始点,而且能保持迭代点的强次可行性,同时避免在可行域外目标函数值的不适度增加.算法具备全局收敛性,且初步的数值试验表明算法是稳定有效的.
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| 关 键 词： | 次梯度选取 非光滑优化 强次可行方向法 全局收敛 |
Strongly Sub-feasible Direction Method with Subgradient Selection for Nonsmooth Optimization |
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| TANG CHUNMING
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JIAN JINBAO.Strongly Sub-feasible Direction Method with Subgradient Selection for Nonsmooth Optimization[J].Acta Mathematicae Applicatae Sinica,2011,34(5). |
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| Authors: | TANG CHUNMING JIAN JINBAO |
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| Institution: | TANG CHUNMING JIAN JINBAO (College of Mathematics and Information Science,Guangxi University,Nanning 530004) |
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| Abstract: | In this paper,by combining subgradient selection technique with the ideas of cutting plane method and strongly sub-feasible direction method,a strongly sub-feasible direction algorithm is proposed for the solution of constrained optimization problems with nonsmooth objective function.By introducing a new search direction finding subproblem and constructing a new line search,the algorithm can not only accept infeasible starting points,but also preserve the sub-feasibility of the iterations,and meanwhile prev... |
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| Keywords: | subgradient selection nonsmooth optimization strongly sub-feasible direction method global convergence |
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