【摘要】 该文结合文献[1]Chen和Fukushima的邻近点拟牛顿方法和过滤集技术,给出了一个求解不可微凸优化问题的新算法.与Chen和Fukushima的方法不同,新算法不用线搜索,而是用过滤集构造接受准则,并借助于过滤集技术,证明了算法的整体收敛性.更多还原

【Abstract】 A new algorithm for nondifferentiable convex optimization,combining the proximal quasi-Newton method with filter methods,is presented in this paper.The new algorithm uses the filter instead of using the line searching method to accept the trial step,so it is different from proximal quasi-Newton method.The global convergence of the new algorithm has been proved in this study.更多还原