摘要
本文给出了一类非光滑问题的逐次二次规划方法．问题的目标函数是凸函数和一个非光滑合成函数之和．方法利用二次规划的解作为搜索方向，新的迭代点由不精确线搜索得到．在较弱的条件下，证明了方法的全局收敛性．
In this paper, we give a successive quadratic programming method for a class of nonsmooth optimization problems, whose objective function is the sum of a convex function and a nonsmooth composite function. The method finds the search direction by solving quadratic programmings. New iterative points are obtained by inexact line search. Global convergence properties are proved under weaker assumptions.
出处
《上海大学学报（自然科学版）》
CAS
CSCD
1996年第3期258-264,共7页
Journal of Shanghai University:Natural Science Edition
关键词
非光滑最优化
二次规划
全局收敛性
最佳化
nonsmooth optimization
exact penalty function
quadratic programming
global convergence
