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.