基于非精确数据的非光滑优化强次可行方向法

Strongly Sub-feasible Direction Method with Inexact Data for Nonsmooth Optimization

本研究针对一类目标函数非光滑优化问题,提出一个基于非精确数据的强次可行方向法.通过构造新的寻找搜索方向子问题和新型线搜索,该算法能够保证迭代点的强次可行性,且具备全局收敛性.

In this paper,a strongly sub-feasible direction m e t h o d with inexact data is proposedfor solving a class of optimization p r o b l e m s with n o n s m o o t h objectives.B y constructing a n e wsearch direction finding s u b p r o b l e m a n d a n e w line search?the strongly sub-feasibility of the iterationpoints is guaranteed?a n d the global convergence of the algorithm is proved.