| 王晓亮,吴奇,田玉铢,庞丽萍.求解一类非凸非光滑约束优化问题的邻近滤子束算法[J].,2021,61(3):324-330 |
| 求解一类非凸非光滑约束优化问题的邻近滤子束算法 |
| A proximal bundle filter algorithm for a class of nonconvex nonsmooth constrained optimization problem |
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| DOI：10.7511/dllgxb202103013 |
| 中文关键词:非光滑约束优化凸化技术改进函数滤子策略邻近束算法 |
| 英文关键词:nonsmooth constrained optimizationconvexification technologyimprovement functionfilter strategyproximal bundle algorithm\@ |
| 基金项目:山东省重点研发项目(2019GGX104089). |
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| 摘要点击次数:242 |
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| 中文摘要: |
| 针对一类特殊的非凸非光滑约束优化问题提出了邻近滤子束算法．该问题的目标函数为lower-c2 而约束函数为凸的．具体地，首先对目标函数采用凸化技术得到修正的问题，接着利用改进函数将修正后的约束问题转变为无约束问题，设计邻近束算法来求解这个无约束问题并在邻近束算法中引入滤子策略来确定下降步．数值结果表明了该算法的有效性和可靠性． |
| 英文摘要: |
| A proximal bundle-filter algorithm for a special class of nonconvex nonsmooth constrained optimization problem is proposed. The objective function considered here is lower-c2 and the constraint functions are convex. In the algorithm, the convexification technology for the objective function is adopted to achieve the revised problem and the improvement function is utilized to transfer the modified constrained problem into an unconstrained case. Meanwhile, a proximal bundle algorithm is designed for the unconstrained problem, and filter strategy is introduced to the algorithm to determine the serious step. Numerical results show that the proposed algorithm is effective and reliable. |
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