The minimization of nonconvext nondifferentiable functions that are compositions of maxrtype functions formed by nondifferentiable convex functions is dialcussed in this paper. It is closely related to practical engin...The minimization of nonconvext nondifferentiable functions that are compositions of maxrtype functions formed by nondifferentiable convex functions is dialcussed in this paper. It is closely related to practical engineering problems. By utilizing the globality of ε-subdifferential and the theory of quasidifferential, and by introducing a new scheme which selects several search directions and consider them simultaneously at each iteration, a minimizing algorithm is derived. It is simple in structure, implemelltable, numerically efficient and has global convergence. The shortcomings of the existing algorithms are thus overcome both in theory and in application.展开更多
基金National Science foundation of China(10671126)Shanghai Higher Education Outstanding Young Professor(sdl07038)Doctor foundation of Shanghai University of Electric Power(F06028).
文摘The minimization of nonconvext nondifferentiable functions that are compositions of maxrtype functions formed by nondifferentiable convex functions is dialcussed in this paper. It is closely related to practical engineering problems. By utilizing the globality of ε-subdifferential and the theory of quasidifferential, and by introducing a new scheme which selects several search directions and consider them simultaneously at each iteration, a minimizing algorithm is derived. It is simple in structure, implemelltable, numerically efficient and has global convergence. The shortcomings of the existing algorithms are thus overcome both in theory and in application.
