南京师大学报（自然科学版）Issue(2)：31-38,8.
非线性l1问题的一种解法
An Algorithm for Nonlinear l1 Problem
摘要
Abstract
This paper studied the nonlinear l1 problem:minx∈RnF( x)=∑m i=1|f i( x)|. We first discuss the descent direction of the objective function F(x) in theory,further more,we study the relation between the optimal solution of nonlinear l1 problem and the optimal solution of some kind of quadratic programming problem with box constrains. Hence, we construct a descent algorithm for nonlinear l1 problem and prove the convergence of the algorithm. An example shows that the new descent algorithm for nonlinear l1 problem is effective.关键词
不可微/l1问题/内点算法/盒式约束最小二乘问题Key words
nondifferentiable/l1 problem/interior point algorithm/quadratic programming problem with box constrains分类
数理科学引用本文复制引用
马圣容,尤兴华..非线性l1问题的一种解法[J].南京师大学报（自然科学版）,2013,(2):31-38,8.基金项目
国家青年科学基金(11101216) （11101216）
