| A NONMOTOTONE ALGORITHM FOR MINIMIZING NONSMOOTH COMPOSITE FUNCTIONS |
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| 作者姓名： | 孙小玲 张连生 |
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| 作者单位： | Sun Xiao-ling Lin Shanghia University of Science and Technology，Shanghai 201800，PRC
Zhang Lian-sheng Shanghia University of Science and Technology，Shanghai 201800，PRC |
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| 摘 要： | In this paper, we present a nonmonotone algorithm for solving nonsmooth composite optimization problems. The objective function of these problems is composited by a nonsmooth convex function and a differentiable function. The method generates the search directions by solving quadratic programming successively, and makes use of the nonmonotone line search instead of the usual Armijo-type line search. Global convergence is proved under standard assumptions. Numerical results are given.
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A NONMOTOTONE ALGORITHM FOR MINIMIZING NONSMOOTH COMPOSITE FUNCTIONS |
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| Sun Xiao-ling Lin Shanghia University of Science and Technology,Shanghai ,PRC
Zhang Lian-sheng Shanghia University of Science and Technology,Shanghai ,PRC.A NONMOTOTONE ALGORITHM FOR MINIMIZING NONSMOOTH COMPOSITE FUNCTIONS[J].Numerical Mathematics A Journal of Chinese Universities English Series,1997(2). |
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| Authors: | Sun Xiao-ling Lin Shanghia University of Science and Technology Shanghai PRC
Zhang Lian-sheng Shanghia University of Science and Technology Shanghai PRC |
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| Institution: | Sun Xiao-ling Lin Shanghia University of Science and Technology,Shanghai 201800,PRC
Zhang Lian-sheng Shanghia University of Science and Technology,Shanghai 201800,PRC |
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| Abstract: | In this paper, we present a nonmonotone algorithm for solving nonsmooth composite opti mization problems. The objective function of these problems is composited by a nonsmooth convex function and a differentiable function. The method generates the search directions by solving quadratic programming successively, and makes use of the nonmonotone line search instead of the usual Armijo-type line search. Global convergence is proved under standard assumptions. Numerical results are given. |
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| Keywords: | Nonsmooth optimization composite function AQP method nonmonotone line search |
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