| 非光滑单值优化的信赖域算法 |
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| 引用本文： | 朱德通. 非光滑单值优化的信赖域算法[J]. 上海师范大学学报(自然科学版), 1999, 28(4): 1-9 |
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| 作者姓名： | 朱德通 |
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| 作者单位： | 上海师范大学,数学科学学院,上海,200234 |
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| 基金项目： | 上海市高等教育科技发展基金，， |
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| 摘 要： | 提供了求解非光滑单值优化问题的信赖域算法．基于线性规划的对偶理论，将目标函数的方向导数转化成线性规划，从而使信赖域子问题容易数值求解． 在合理的条件下，证明了算法的整体收敛性和局部超线性收敛速率．
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| 关 键 词： | 信赖域 单值优化 收敛性 |
A Trust Region Algorithm for Nonsmooth Unary Optimization |
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| Abstract. A Trust Region Algorithm for Nonsmooth Unary Optimization[J]. Journal of Shanghai Normal University(Natural Sciences), 1999, 28(4): 1-9 |
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| Authors: | Abstract |
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| Abstract: | Presents a trust region algorithm for nonsmooth unary optimization problems. Based on the duality theorem of linear programming, the directional derivatives of the objective function can be expressed as a linear programming which is very important in the practical calculution of trust region subproblems. Gives a theoretical analysis which proves that the proposed algorithm is globally convergent and has a local superlinear rate under some reasonable conditions. |
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| Keywords: | Trust region unary optimization convergence |
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