| 无约束非光滑优化问题的信赖域算法及收敛性 |
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| 引用本文： | 刘国山.无约束非光滑优化问题的信赖域算法及收敛性[J].计算数学,1998,20(2):113-120. |
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| 作者姓名： | 刘国山 |
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| 作者单位： | 中国科学院应用数学所 |
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| 摘 要： | 1．引言考虑下列无约束非光滑优化问题：其中f为R”上的局部LIPSChitZ函数．本文将11·112简记为11·l．信赖域算法是通过求解一系列子问题3＊B（二，凸）：来求解问题（1）的，其中拉x，·）为j在x点的一阶近似，B为nxn阶对称阵．下面给出信赖域的基本算法TRA：步1·给定...
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| 关 键 词： | 无约束优化 非光滑优化 依赖域算法 收敛性 |
A TRUST REGION ALGORITHM FOR UNCONSTRAINED NONSMOOTH OPTIMIZATIONS AND ITS CONVERGENCE |
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| Liu Guo-shan.A TRUST REGION ALGORITHM FOR UNCONSTRAINED NONSMOOTH OPTIMIZATIONS AND ITS CONVERGENCE[J].Mathematica Numerica Sinica,1998,20(2):113-120. |
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| Authors: | Liu Guo-shan |
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| Institution: | Liu Guo-shan(Institute of Applied Mathematics, Academia Sinica) |
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| Abstract: | This paper discusses a trust region algorithm for unconstrained nonsmooth optimizations and its convergence, expands the scope of application of trust region algorithm from regular functions and pseudo-regular functions to locally lipschitzian functions, gives an iteration function for a class of nonsmooth composite functionsand some applications of the trust region algorithm. |
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| Keywords: | Trust region algorithm Global convegence Locally lipschitz function |
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