一种改进的无约束非光滑优化问题的信赖域算法

Guo Sha LIU, An Xin WANG, Long Zhen LI

应用数学学报 ›› 1999, Vol. 22 ›› Issue (3) : 337-342.

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中国科学院数学与系统科学研究院期刊网
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应用数学学报 ›› 1999, Vol. 22 ›› Issue (3) : 337-342. DOI: 10.12387/C1999058
论文

一种改进的无约束非光滑优化问题的信赖域算法

    刘国山(1),王安心(2),李龙振(3)
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A NEW IMPROVED TRUST REGION ALGORITHMS FOR NONSMOOTH OPTIMIZATION

    Guo Sha LIU(1),An Xin WANG(2),Long Zhen LI(3)
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摘要

本文提出了一种新的求解无约束非光滑优化问题的信赖域算法，并证明了该算法的选代点列的任何聚点都是原问题的稳定点．

Abstract

In this paper, a new improved trust region algorithm for solving nonsmooth unconstrained optimization is proposed, and we prove that each accumulation point of the iteration point suquence produced in this algorithm is a stationary point of the objective function.

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局部Lipschitz函数

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信赖域算法

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Guo Sha LIU, An Xin WANG, Long Zhen LI. 一种改进的无约束非光滑优化问题的信赖域算法. 应用数学学报, 1999, 22(3): 337-342 https://doi.org/10.12387/C1999058
Guo Sha LIU, An Xin WANG, Long Zhen LI. A NEW IMPROVED TRUST REGION ALGORITHMS FOR NONSMOOTH OPTIMIZATION. Acta Mathematicae Applicatae Sinica, 1999, 22(3): 337-342 https://doi.org/10.12387/C1999058
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