线性约束非光滑凸规划的一种次梯度聚集方法

来源期刊：中南大学学报(自然科学版)1993年第5期

论文作者：张鸿雁

文章页码：681 - 685

关键词：次梯度聚集; 积极约束; 梯度投影

Key words：aggregate subgradient; active constrain; gradient projection

摘    要：本文利用次梯度聚集策略和梯度投影技术,建立了一种求解问题(1)的次梯度聚集法,证明了算法本质上是一种可行方向法,且在目标函数有下界的假设下证明了算法的整体收敛性,并考虑了防“锯齿”现象的策略。

Abstract: In this paper,an aggregate subgradient method for optimization problem(1)is estab-lished based on aggregate subgradient method and Rosen gradient projection.We have proved that the method is a kind of feasible direction’s method,and the global convergence of the method has been proved under the assumption that the object function is bounded from below.