非光滑单值优化的非单调线搜索方法(英文)

A Nonmonotone Line Search Technique for Nonsmooth Unary Optimization

提供了非光滑单值优化的非单调线搜索方法 .基于线性规划的对偶定理 ,目标函数的方向导数可以表示成线性规划问题 ,这在实际计算非单调线搜索子问题时是非常重要的 .在合理的条件下 ,证明了算法的整体收敛性和局部超线性收敛速率 .

We present a nonmonotone line search algorithm for nonsmooth unary optimization problems. Based on the duality theorem of linear programming, the directional derivatives of the objective function can be expressed as a linear programming which is very important in the practical calculation for nonmonotone line search subproblems. A theoretical analysis proves that the proposed algorithm is globally convergent and has a local superlinear rate under some mild conditions.