摘要
讨论了非光滑复合规划min h(f(x)),f是正则的局部Lipschitz函数,g是一个连续可微凸函数.给出了它的一个修正的信赖域算法,证明了该算法的全局收敛性定理.推广了Sampaio等人的相应结果.
A class of nonsmooth composite minimization problems min h (f(x)) are considered here, where each f:Rn→Rn is a regular locally Lipschitzian function,and h:Rn→R is a continuously differentiable convex function. A modified trust region algorithm is presented and its global convergence is studied. Our results extend that of Sampaio, Yuan and Sun.
出处
《洛阳大学学报》
2004年第4期1-4,共4页
Journal of Luoyang University
基金
国家自然科学基金资助项目(项目编号:10231063)江苏省高等院校研究生创新计划项目
关键词
非光滑复合规划
信赖域算法
临界点
nonsmooth optimization
trust region algorithm
critical point
