复合非光滑优化的一种非单调线搜索方法

Global Convergence of Nonmonotone Line Search Method for Nonsmooth Optimization

给出了一个处理复合非光滑极小化问题minh(f(x))的非单调线搜索算法,目标函数中,f:R^n→R^n是局部Lipschitz函数,h:R^n→R是连续可微的凸函数,推广了Pang在文献[5]中的算法,并证明了所给算法的全局收敛性。

In this paper, we present a nonmonotone line search model algorithm for the nonsmooth composite minimization problems minh(f(x)), where each f: Rn→Rn is a locally Lipschitzian function, and h: Rn→R is a continuously differentiable convex function. A nonmonotone line search algorithm for the nonsmooth composite minimization problem is given by Pang is extended to this case, we prove that the algorithm is globally convergent.