复合非光滑最优化线搜索方法的全局收敛性(英文)

Global Convergence of Line Search Method for Nonsmooth Optimization

考虑复合非光滑最优化问题minh(f(x)),其中f是一个局部Lipschitzian函数,h是一个连续可微凸函数.本文给出了复合非光滑最优化问题的一个线搜索算法,并且在一定条件下证明了该算法的全局收敛性.

A class of nonsmooth composite minimization problems min h(f(x)) are considered here, where each f:Rn→Rn is a locally Lipschitzian function, and h:Rn→R is a continuously differentiable convex function. A line search algorithm for the nonsmooth composite minimization problem given by Pang is extended to this case, we prove that the algorithm is globally convergent.