| 摘要: |
| 本研究针对一类目标函数非光滑优化问题,提出一个基于非精确数据的强次可行方向法.通过构造新的寻找搜索方向子问题和新型线搜索,该算法能够保证迭代点的强次可行性,且具备全局收敛性. |
| 关键词: 非光滑优化 强次可行方向法 非精确数据 |
| DOI：10.13656/j.cnki.gxkx.20161121.012 |
| 投稿时间：2016-08-05修订日期：2016-09-20 |
| 基金项目:国家自然科学基金项目(11301095,11271086)和广西自然科学基金项目(2013GXNSFAA019013,2014GXNSFFA118001)资助。 |
|
| Strongly Sub-feasible Direction Method with Inexact Data for Nonsmooth Optimization |
|
TANG Chunming, LV Jinman
|
| (College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China) |
| Abstract: |
| In this paper,a strongly sub-feasible direction method with inexact data is proposed for solving a class of optimization problems with nonsmooth objectives.By constructing a new search direction finding subproblem and a new line search,the strongly sub-feasibility of the iteration points is guaranteed,and the global convergence of the algorithm is proved. |
| Key words: nonsmooth optimization strongly sub-feasible direction method inexact data |
