广西科学Issue(3):283-286,4.
非光滑优化的强次可行方向邻近点束求解方法
A Proximal Bundle Method of Strongly Sub-feasible Di-rections for Nonsmooth Optimization
摘要
Abstract
By introducing a new updating strategy of proximal parameters and a new search di-rection finding subproblem,a proximal bundle method of strongly sub-feasible directions is pro-posed for solving nonsmooth optimization.The proposed method is stable,can preserve sub-fea-sibility of the iterations,and possesses global convergence.关键词
非光滑优化/邻近点/束方法/强次可行方向Key words
nonsmooth optimization/proximal point/bundle method/strongly sub-feasible direc-tions分类
数理科学引用本文复制引用
唐春明,简金宝..非光滑优化的强次可行方向邻近点束求解方法[J].广西科学,2014,(3):283-286,4.基金项目
国家自然科学基金(11301095,11126341)和广西自然科学基金项目(2013GXNSFAA019013)资助。 ()