一类非光滑优化的区间填充函数法

Interval Filled Function Method for Nonsmooth Optimization

利用区间优化方法对非线性函数比较容易处理及算法的可靠性、收敛性均有保证的特点, 用区间方法讨论了目标函数是弱半光滑的最小化问题．给出了填充函数的区间扩张,并提出了求解该非光滑优化问题的区间填充函数算法．定理表明该算法是收敛的、有效的．

The interval optimization method can deal with non-linear functions easily and its relia-bility and convergence of the algorithm can be guaranteed. This paper adopts the interval method to discuss the minimum problem whose objective function is week semi-smooth, h gives an interval enclosure for filled function and presents an interval filled function algorithm to solve this nonsmooth optimization, Theorems show that the algorithm is eonvergent and efficient.