应用数学2005，Vol.18Issue(1)：60-65,6.
一类约束非光滑优化的非单调信赖域算法
A New Nonmonotonic Trust Region Algorithm for a Class of Constrained Nonsmooth Optimization
摘要
Abstract
In this paper,we propose a new trust region algorithm for solving a class of composite nonsmooth optimization subject to convex constraints. It is distinguished by the facts that this method does not enforce strict monotonicity of the objective function values at successive iterates and that this method extends the existing results for nonlinear optimization with smooth, or piecewise smooth,or convex objective functions or their composition. Furthermore, it is proved that this algorithm is globally convergent under some conditions. Some numerical examples are reported,showing that the Nonmonotonic strategy can be beneficial from a computational point of view.关键词
非单调策略/信赖域算法/复合函数/非线性最优化Key words
Nonmonotonic strategy/Trust region methods/Composite function/Nonsmooth optimization分类
数理科学引用本文复制引用
欧宜贵,侯定丕..一类约束非光滑优化的非单调信赖域算法[J].应用数学,2005,18(1):60-65,6.基金项目
Supported by the Natural Science Foundation of Hainan Province(10203) （10203）
