| 不可微规划Bundle法中加权函数计算 |
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| 引用本文： | 边馥萍,韩秀芹.不可微规划Bundle法中加权函数计算[J].天津大学学报(自然科学与工程技术版),1995,28(3):344-347. |
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| 作者姓名： | 边馥萍 韩秀芹 |
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| 摘 要： | 研究不可微规划Ｂｕｎｄｌｅ方法中加权函数的构造，利用ｆ（ｘ）的二阶信息，改进加权函数，给出了下降方向的计算，并证明ｆ（ｘ）在最优点的近似最优性条件。
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| 关 键 词： | 不可微规划 Bundle方法 加权函数 极小化问题 |
THE COMPUTATION OF WEIGHTING FUNCTION OF BUNDLE ALGORITHMS FOR NONDIFFERENTIABLE PROGRAMMING |
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| Bian Fuping, Han Xiuqin.THE COMPUTATION OF WEIGHTING FUNCTION OF BUNDLE ALGORITHMS FOR NONDIFFERENTIABLE PROGRAMMING[J].Journal of Tianjin University(Science and Technology),1995,28(3):344-347. |
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| Authors: | Bian Fuping Han Xiuqin |
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| Institution: | Dept. of Mathematics |
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| Abstract: | This paper discusses the construction of weighting functions of Bundle algorithms for nondifferentiable programming. The weighting function is improved by using the second order derivatives, and the computation of the descent direction is given. We prove the approximate optimality condition at the optimum point of f(x) |
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| Keywords: | nondifferentiable programming Bundle algorithm weighting function optimalitycondition |
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