| 非光滑逐点最大凸函数的束方法 |
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| 引用本文： | 边馥萍.非光滑逐点最大凸函数的束方法[J].天津大学学报(自然科学与工程技术版),1993(1):110-116. |
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| 作者姓名： | 边馥萍 |
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| 作者单位： | 天津大学数学系 |
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| 摘 要： | 研究了用束方法求解非光滑逐点最大凸函数的极小化问题，文中给出了最优性条件，次梯度集合的构造方法及算法的迭代程序，提出了新的删除定理，可以减少迭代过程所储存的次梯度的信息量，同时证明了全局收敛定理，极小极大问题，非光滑凸函数。
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| 关 键 词： | 极小极大问题 非光滑凸函数 |
A BUNDLE METHOD OF THE CONVEX NONSMOOTH FUNCTION IN POINT BY POINT MAXIMUM |
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| Bian Fuping.A BUNDLE METHOD OF THE CONVEX NONSMOOTH FUNCTION IN POINT BY POINT MAXIMUM[J].Journal of Tianjin University(Science and Technology),1993(1):110-116. |
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| Authors: | Bian Fuping |
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| Institution: | Dept. of Mathematics |
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| Abstract: | In this paper, a bundle method for the minimization of the convex nonsmooth function in point by point maximum is suggested. The subgradient set, optimization and procedure are constructed. In particular, a new deletion rule is suggested to reduce the amount of information to be stored during the computation procedure. At the same time, theorems about global convergence are verified. |
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| Keywords: | bundle method convex nonsmooth function point by point maximum deletion theorem global convergence |
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