| 一类非光滑最优化问题的非单调Bundle型算法 |
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| 引用本文： | 孙小玲,张连生.一类非光滑最优化问题的非单调Bundle型算法[J].工程数学学报,1996,13(1):37-46. |
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| 作者姓名： | 孙小玲 张连生 |
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| 作者单位： | 上海大学数学系 |
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| 摘 要： | 本文对满足弱半光滑或正则条件的局部Ｌｉｐｓｃｈｉｔｚ函数给出了一种非单调Ｂｕｎｄｌｅ型算法。该算法允许迭代点列对应的函数值序列是非单调下降的。
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| 关 键 词： | 非光滑最优化 最优化 Bundle型算法 |
A Nonmonotonic Bundle-Type Algorithm for a Class of Nonsmooth Optimization Problems |
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| Sun Xiaoling,Zhang Liansheng,Bai Yanqin.A Nonmonotonic Bundle-Type Algorithm for a Class of Nonsmooth Optimization Problems[J].Chinese Journal of Engineering Mathematics,1996,13(1):37-46. |
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| Authors: | Sun Xiaoling Zhang Liansheng Bai Yanqin |
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| Abstract: | In this paper,we present a nonmonotonic bundle-type algorithm for minimizing a class of locally Lipschitz functions,which are weakly semismooth or regular.This algorithm allows the sequence of values of objective function to be nonmonotonic.Under standard assumptions,global convergence properties are proved.Some numerical results show that this nonmonotonic algorithm possesses promising potentiality from the computational point of view. |
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| Keywords: | Nonsmooth optimization bundle-type methods weakly semismooth and regular functions nonmonotonic line search |
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