摘要
The minimization of nonconvext nondifferentiable functions that are compositions of maxrtype functions formed by nondifferentiable convex functions is dialcussed in this paper. It is closely related to practical engineering problems. By utilizing the globality of ε-subdifferential and the theory of quasidifferential, and by introducing a new scheme which selects several search directions and consider them simultaneously at each iteration, a minimizing algorithm is derived. It is simple in structure, implemelltable, numerically efficient and has global convergence. The shortcomings of the existing algorithms are thus overcome both in theory and in application.
The minimization of nonconvext nondifferentiable functions that are compositions of maxrtype functions formed by nondifferentiable convex functions is dialcussed in this paper. It is closely related to practical engineering problems. By utilizing the globality of ε-subdifferential and the theory of quasidifferential, and by introducing a new scheme which selects several search directions and consider them simultaneously at each iteration, a minimizing algorithm is derived. It is simple in structure, implemelltable, numerically efficient and has global convergence. The shortcomings of the existing algorithms are thus overcome both in theory and in application.
