| 求解线性约束不可微凸规划变尺度法 |
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| 引用本文： | 于德江,施光燕.求解线性约束不可微凸规划变尺度法[J].辽宁大学学报(自然科学版),1993,20(1):35-41. |
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| 作者姓名： | 于德江 施光燕 |
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| 作者单位： | [1]辽宁省信息中心 [2]大连理工大学 |
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| 摘 要： | 本文探讨了求解线性约束不可微凸规划极小问题，给出了一类高阶算法，该算法模仿了变尺度思想，应用了Kiwiel1]聚合次梯度思想，试图改善逼近程度，提高收敛速度，并证明了算法有较好的收敛性。
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| 关 键 词： | 不可微凸规划 高阶算法 变尺度法 |
Variable Metric Method for Solving Linear Constrained Nonsmooth Convex Programming |
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| Yu Dejiang Liaoning Province Information Center,Shi Guangyan Dalian University of Technologe.Variable Metric Method for Solving Linear Constrained Nonsmooth Convex Programming[J].Journal of Liaoning University(Natural Sciences Edition),1993,20(1):35-41. |
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| Authors: | Yu Dejiang Liaoning Province Information Center Shi Guangyan Dalian University of Technologe |
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| Institution: | Yu Dejiang Liaoning Province Information Center
Shi Guangyan Dalian University of Technologe |
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| Abstract: | This paper discusses a class of linear constrained nonsmooth convex programming,an algorithems was given,which was derived by combing kiwiel' s aggregate subgrabient and variable metric method,so as to improve degree of approximation and rate of convergence,also was proved to have good convergence property. |
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| Keywords: | Nonsmooth convex programming Higher-order algorithem Variable metric method Aggregate subgradient |
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