摘要
用对数二次邻近点项替代常用的二次邻近点项,导出一种新的不精确内邻近点算法(IIP).讨论了该算法解的存在性,并在某些条件下证明了它的整体收敛性.
In this paper, we present a new inexact proximal point method, where the usual proximal quadratic term is replaced by a logarithmic-quadratic proximal term, and lead to an inexact interior proximal point algorithm(IIP). We first give an existence result for the solution of (IIP). Under some mild assumptions, we also prove that this new algorithm is globally convergent.
出处
《淮阴师范学院学报(自然科学版)》
CAS
2004年第4期259-263,共5页
Journal of Huaiyin Teachers College;Natural Science Edition
基金
江苏省教育厅自然科学基金资助项目(03KJB110012)
关键词
凸规划
不精确内邻近点算法
存在性
收敛性
核函数
convex program
inexact interior proximal method
existence
convergence
kernel function