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一个新的对于无约束非凸优化问题渐近的算法

陈汝栋 吴成玉

纺织高校基础科学学报2018,Vol.31Issue(1):55-62,8.
纺织高校基础科学学报2018,Vol.31Issue(1):55-62,8.DOI:10.13338/j.issn.1006-8341.2018.01.010

一个新的对于无约束非凸优化问题渐近的算法

A new proximal algorithm for unconstrained nonconvex optimization problems

陈汝栋 1吴成玉1

作者信息

  • 1. 天津工业大学理学院,天津 300387
  • 折叠

摘要

Abstract

For the optimization of nonconvex functions in mathematical programming,according to the know nconvex function optimization results and the corresponding algorithm,a new im-proved asymptotic algorithm is constructed,and by using Kurdyka-Lojasiewicz property,the convergence analysis of unconstrained nonconvex optimization problems for real lower semicon-tinuous nonconvex functions is considered.The sequence generated by the improved asymptotic algorithm has finite length and converges to a critical point of the function are obtained.Mean-while,the result representation of the convergence rate of the sequence is given.

关键词

渐近算法/Kurdyka-Lojasiewicz性质/无约束非凸优化问题/收敛速率

Key words

proximal algorithm/Kurdyka-Lojasiewicz property/unconstrained nonconvex opti-mization problem/convergence rate

分类

数理科学

引用本文复制引用

陈汝栋,吴成玉..一个新的对于无约束非凸优化问题渐近的算法[J].纺织高校基础科学学报,2018,31(1):55-62,8.

基金项目

国家自然科学基金(11071279) (11071279)

纺织高校基础科学学报

OACSTPCD

1006-8341

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