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A SQP METHOD FOR MINIMIZING A CLASS OF NONSMOOTH FUNCTIONS

A SQP METHOD FOR MINIMIZING A CLASS OF NONSMOOTH FUNCTIONS
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摘要 In this paper,we present a successive quadratic programming(SQP)method for minimizing a class of nonsmooth functions,which are the sum of a convex function and a nonsmooth composite function.The method generates new iterations by using the Armijo-type line search technique after having found the search directions.Global convergence property is established under mild assumptions.Numerical results are also offered. In this paper,we present a successive quadratic programming(SQP)method for minimizing a class of nonsmooth functions,which are the sum of a convex function and a nonsmooth composite function.The method generates new iterations by using the Armijo-type line search technique after having found the search directions.Global convergence property is established under mild assumptions.Numerical results are also offered.
关键词 NONSMOOTH OPTIMIZATION SQP method GLOBAL convergence. Nonsmooth optimization,SQP method,global convergence.
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