| 线性约束不可微凸规划的既约次梯度法 |
| |
| 引用本文： | 费景高.线性约束不可微凸规划的既约次梯度法[J].计算数学,1991,13(4):337-344. |
| |
| 作者姓名： | 费景高 |
| |
| 作者单位： | 北京计算机应用和仿真技术研究所 |
| |
| 摘 要： | 本文研究形式为 minf(x) (1.1) x∈R的非线性规划问题,其中x=(x_1,x_2,…,x_n)~T∈E~n,f:E~n→E为给定的凸函数,它可以是不可微的.可行集R为
|
| 关 键 词： | 不可微凸规划 既约次梯度法 |
A Method of Reduced. Subgradient for Nondifferentiable Convex Programming uuder Linear Constraints |
| |
| Institution: | Fei Jing-gao Beijing Institute of Computer Applications and Simulation Technology |
| |
| Abstract: | Making use of part of the information about the subdifferential of the object function,this paper presents an algorithm of reduced subgradient for the nondifferentiable convex pro-gramming. The theoretical model for proving the convergence of the algorithm is also con-tructed. The global convergence of the algorithm is proved and feasibility of the algorithm isdemonstrated. |
| |
| Keywords: | |
| 本文献已被 CNKI 维普 等数据库收录！ |
| 点击此处可从《计算数学》浏览原始摘要信息 |
| 点击此处可从《计算数学》下载免费的PDF全文 |
|
