Globally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization

被引：57

作者：

Vlcek, J ^{[1
]}

Luksan, L ^{[1
]}

机构：

[1] Acad Sci Czech Republ, Inst Comp Sci, Prague, Czech Republic

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2001年 / 111卷 / 02期

关键词：

nonsmooth minimization; nonconvex minimization; numerical methods; variable metric methods; global convergence;

D O I：

10.1023/A:1011990503369

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A special variable metric method is given for finding the stationary points of locally Lipschitz continuous functions which are not necessarily convex or differentiable. Time consuming quadratic programming subproblems do not need to be solved. Global convergence of the method is established. Some encouraging numerical experience is reported.

引用

页码：407 / 430

页数：24

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