| 无约束非光滑优化的信赖域算法 |
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| 引用本文： | 欧宜贵,侯定丕.无约束非光滑优化的信赖域算法[J].中国科学技术大学学报,2001,31(6):649-656. |
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| 作者姓名： | 欧宜贵 侯定丕 |
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| 作者单位： | 中国科学技术大学数学系,合肥230026 |
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| 摘 要： | 提出了一个处理无约束非光滑优化问题的信赖域算法.它仅要求目标函数是下半连续的,而不是光滑的,或凸的,或局部Lipschitzian的,从而扩大了信赖域方法的使用范围.同时文中还证明了该算法产生的序列的每一个聚点都是原问题的临界点.
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| 关 键 词： | 非光滑优化 信赖域算法 下半连续性 临界点 |
| 文章编号： | 0253-2778(2001)06-0649-08 |
| 修稿时间： | 2001年6月13日 |
A Trust Region Algorithm for Unconstrained Nonsmooth Optimization |
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| OU Yi-gui,HOU Ding-pi.A Trust Region Algorithm for Unconstrained Nonsmooth Optimization[J].Journal of University of Science and Technology of China,2001,31(6):649-656. |
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| Authors: | OU Yi-gui HOU Ding-pi |
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| Abstract: | The classical trust region algorithm for smooth nonlinear programming is extended to the nonsmooth case where the objective function is only lower semicontinuous in R n. At each iteration, the objective function is approximated by the first order approximate function that satisfies some assumptions, and the search direction is obtained by solving an easy problem. It is proven that each accumulation point of the iteration point sequence generated by this algorithm is a critical point of the primitive problem. |
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| Keywords: | nonsmooth optimization trust region methods lower semicontinuity critical point |
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