| 不可微规划的邻近控制簇算法 |
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| 引用本文： | 欧宜贵 于寅. 不可微规划的邻近控制簇算法[J]. 应用数学, 1996, 9(1): 92-96 |
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| 作者姓名： | 欧宜贵 于寅 |
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| 作者单位： | 中国地质大学，华中理工大学 |
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| 摘 要： | 本文提出了一个带非线性约束的凸不可微规划的邻近控制簇算法，并给出了一种加权技术．在Ｓｌａｔｅｒ约束规格满足的条件下，证明了算法的整体收敛性．数字例子表明，该算法是处理该类问题的一种有效方法．
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| 关 键 词： | 不可微规划；凸规划；Slater约束规格；下降方法 |
A Proximity Control Algorithm in Bundle Methods for Nondifferentiable Minimization |
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| Ou Yigui. A Proximity Control Algorithm in Bundle Methods for Nondifferentiable Minimization[J]. Mathematica Applicata, 1996, 9(1): 92-96 |
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| Authors: | Ou Yigui |
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| Abstract: | The paper presents a proximity control algorithm in bundle methods for non-linearly convex nondifferentiable minimization and gives a weighting technique. Supposing the slater constraint qualication satisfies,we prove its globle convergence. The limit computational experiences suggest that the algoritm in the paper is an efficient method. |
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| Keywords: | Nondifferentiable Minimization Convex programming Slater Qualification Decent Methods |
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