一类反凸规划算法的收敛性

The Convergence of an Algorithm for the Reverse Convex Programming

针对一类目标函数和约束函数均为2个凸函数之差的规划问题,对反凸规划算法在稳定条件下的收敛速度问题构造了新的算法,并给出了算法的收敛性证明和收敛速度的估计,同时也提供了算法的实现步骤.

In this paper, a new algorithm to the convergence rate for the reverse convex programming of D.C.programming is made under the stable condition. The convergence proof of the algoritym is worked out. The convergence tate is estimated. A process for the algorithm is provided.