非光滑凸最优化的一类全局收敛算法

来源期刊：中南大学学报(自然科学版)1993年第3期

论文作者：张鸿雁

文章页码：416 - 420

关键词：非光滑凸分析; 凸最优化; 次梯度; 信赖域; 稳定点

Key words：nonsmooth convex analysis; convex optimization; subgradient; trust region; stationary point

摘    要：本文利用非光滑凸分析基本理论,对无约束非光滑凸最优化问题(I)min f(x),x∈Rⁿ,提出了一类信赖域算法,在一定条件下证明了算法的全局收敛性,并指出了利用次梯度聚集方法实现算法的途径.

Abstract: This paper presents a class of trust region algorithm for nonsmooth convex optimization:(I)min f(x),x∈Rⁿ.The global convergence of the algorithm was established under some conditions.And the aggregate subgradient for the implementation of the algorithm was picked out.