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NONDESCENT SUBGRADIENT METHOD FOR NONSMOOTH CONSTRAINED MINIMIZATION

NONDESCENT SUBGRADIENT METHOD FOR NONSMOOTH CONSTRAINED MINIMIZATION
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摘要 A kind of nondecreasing subgradient algorithm with appropriate stopping rule has been proposed for nonsmooth constrained minimization problem. The dual theory is invoked in dealing with the stopping rule and general global minimiizing algorithm is employed as a subroutine of the algorithm. The method is expected to tackle a large class of nonsmooth constrained minimization problem. A kind of nondecreasing subgradient algorithm with appropriate stopping rule has been proposed for nonsmooth constrained minimization problem. The dual theory is invoked in dealing with the stopping rule and general global minimiizing algorithm is employed as a subroutine of the algorithm. The method is expected to tackle a large class of nonsmooth constrained minimization problem.
作者 徐慧福
关键词 NONSMOOTH constrained MINIMIZATION DUALITY SUBGRADIENT method STOPPING RULE convergence. Nonsmooth constrained minimization, duality, subgradient method, stopping rule, convergence.
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