| Merrill不动点算法及其在不可微规划上的应用 |
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| 引用本文： | 姜冶,郭建,唐焕文.Merrill不动点算法及其在不可微规划上的应用[J].计算数学,1988,10(4):361-368. |
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| 作者姓名： | 姜冶 郭建 唐焕文 |
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| 作者单位： | 大连工学院应用数学系
(姜冶，郭建)，大连工学院应用数学系(唐焕文) |
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| 摘 要： | 1.引言 不可微最优化(NDO)近年来很受重视,有重要的应用前景,它常使许多经典的可微优化方法失效.因此,需要研究新的有效算法. Merrill算法是以欧氏空间集值自映射为背景,寻求Kakutani不动点的一种单纯不动点算法.用其求解最优化问题时,由于它在一定条件下常具有大范围收敛的性质以及
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MERRILL'S RESTART ALGORITHM AND ITS APPLICATION TO NONSMOOTH OPTIMIZATION |
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| Institution: | Jiang Ye;Guo Jian;Tang Huan-wen Department of Applied Mathematics, Dalian Institute of Technology |
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| Abstract: | Merrill's restart algorithm is a methods for finding numerically fixed points of uppersemicontinuous point-to-set mappings. With an analysis of the algorithm and its application tononsmooth optimization, we extend the convergence condition of this method and implement iton an IBM-PC microcomputer. Numerical results on several standard test problems indicatethat the method is a very promising algorithm for nonsmooth optimization. |
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