摘要
1.引言考虑下列无约束非光滑优化问题:其中f为R”上的局部LIPSChitZ函数.本文将11·112简记为11·l.信赖域算法是通过求解一系列子问题3*B(二,凸):来求解问题(1)的,其中拉x,·)为j在x点的一阶近似,B为nxn阶对称阵.下面给出信赖域的基本算法TRA:步1·给定...
This paper discusses a trust region algorithm for unconstrained nonsmooth optimizations and its convergence, expands the scope of application of trust region algorithm from regular functions and pseudo-regular functions to locally lipschitzian functions, gives an iteration function for a class of nonsmooth composite functionsand some applications of the trust region algorithm.
出处
《计算数学》
CSCD
北大核心
1998年第2期113-120,共8页
Mathematica Numerica Sinica
关键词
无约束优化
非光滑优化
依赖域算法
收敛性
Trust region algorithm, Global convegence, Locally lipschitz function