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求解非光滑凸最小值问题的自适应信赖域方法 被引量：2

A adaptive trust region method for nonsmooth convex minimization
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摘要 针对非光滑凸最小值问题提出一个自适应的信赖域方法,在利用Moreau-Yosida正则化将非光滑凸最小值问题转化为可微凸最优化问题的基础上,应用自动确定信赖域方法,每次迭代都充分利用当前迭代点包含的二次信息自动产生一个信赖域半径。在合适条件下,证明了全局收敛性和局部超线性收敛性质。 A self-adaptive trust region method for nonsmooth convex minimization is presented.This paper first transforms the nonsmooth convex minimization into a differentiable convex minimization by using the Moreau-Yosida regularization. The proposed algorithm automatically generates a trust-region radius by using the adaptive trust-region method,each iteration using the second order information of the current iteration point.Under appropriate conditions,the proposed algorithm proved globally and local superlinearly convergent.
作者 唐江花
机构地区 桂林电子科技大学数学与计算科学学院
出处 《桂林电子科技大学学报》 2010年第2期179-181,共3页 Journal of Guilin University of Electronic Technology
基金 国家自然科学基金(10661005)
关键词 凸最小值问题 信赖域方法 全局收敛 半光滑 convex minimization trust-region method global convergence semi-smoothness
分类号 O224.2 [理学—运筹学与控制论]
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参考文献7

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二级参考文献11

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共引文献31

同被引文献16

  • 1李改弟.一个自动确定信赖域半径的信赖域方法[J].工程数学学报,2006,23(5):843-848. 被引量：28
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  • 8Yamashita N,Fukushima M.On the rate of convergence of the Levenberg-Marcluardt method[J].Computing,2001,15:237-249.
  • 9Zhang H C,Hager W W.A nonmonotone line search technique and its application to unconstrained optimization[J].SIAM Journal on Optimization,2004,14 (4):1043-1056.
  • 10More J J,Garbow B S,Hilistrom K E.Testing unconstrained optimization[J].ACM Tram Math Software,1981(7):17-41.

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桂林电子科技大学学报
2010年 第2期

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