摘要
针对非线性互补问题,提出了与其等价的非光滑优化问题的信赖域方法。
A trust region algorithm for solving a class of nonsmooth optimization derived from the nonlinear complementarity problems is presented. Convergence properties of the algorithm are discussed.
基金
湖南省自然科学基金! (98JJY2 0 53)
关键词
信赖域方法
非光滑优化
收敛性定理
Trust region algorithm Nonsmooth optimization Convergence theorem