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一类特殊拟可微函数最优化问题的线性化方法
引用本文:姚静.一类特殊拟可微函数最优化问题的线性化方法[J].高等学校计算数学学报,2002,24(2):135-144.
作者姓名:姚静
作者单位:天津财经学院数学教研室,天津,300222
摘    要:In this paper,we consider the problem of minimizing a particular class of quasi-differentiable functions:min{f(x)=max min fij(x)}.An algorithm for this problem is giver.At each iteration by solving quadratic programming subproblems to generate search directions,its convergence is proved in the sense of inf-stationary points.

关 键 词:拟合微函数  最优化问题  线性化方法  无约束问题
修稿时间:2000年10月30

A LINEARIZATION METHOD FOR MINIMIZING A PARTICULAR CLASS OF QUASI-DIFFERENTIABLE FUNCTIONS
Yao Jing.A LINEARIZATION METHOD FOR MINIMIZING A PARTICULAR CLASS OF QUASI-DIFFERENTIABLE FUNCTIONS[J].Numerical Mathematics A Journal of Chinese Universities,2002,24(2):135-144.
Authors:Yao Jing
Abstract:In this paper, we consider the problem of minimizing a particular class of quasi-differentiable functions: min{f(x)=max minfij(x)}. An algorithm forthis problem is given. At each iteration by solving quadratic programming sub-problems to generate search directions, its convergence is proved in the sense of inf-stationary points.
Keywords:quasi-differentiable function  quasi-differentiable calculus  descent method  inf-stationary point  
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