| 一类非光滑最优化问题的逐次二次规划方法及其全局收敛性 |
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| 引用本文： | 孙小玲.一类非光滑最优化问题的逐次二次规划方法及其全局收敛性[J].上海大学学报(自然科学版),1996,2(3):258-264. |
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| 作者姓名： | 孙小玲 |
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| 作者单位： | 上海大学理学院数学系 |
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| 摘 要： | 本文给出了一类非光滑问题的逐次二次规划方法．问题的目标函数是凸函数和一个非光滑合成函数之和．方法利用二次规划的解作为搜索方向，新的迭代点由不精确线搜索得到．在较弱的条件下，证明了方法的全局收敛性．
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| 关 键 词： | 非光滑最优化 精确罚函数 二次规划 全局收敛性 |
A Successive Quadratic Programming Method for a Class of Nonsmooth Optimization Problems and Its Global Convergence |
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| Sun Xiaoling.A Successive Quadratic Programming Method for a Class of Nonsmooth Optimization Problems and Its Global Convergence[J].Journal of Shanghai University(Natural Science),1996,2(3):258-264. |
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| Authors: | Sun Xiaoling |
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| Abstract: | In this paper, we give a successive quadratic programming method for a class of nonsmooth optimization problems, whose objective function is the sum of a convex function and a nonsmooth composite function. The method finds the search direction by solving quadratic programmings. New iterative points are obtained by inexact line search. Global convergence properties are proved under weaker assumptions. |
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| Keywords: | nonsmooth optimization exact penalty function quadratic programming global convergence |
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