【摘要】：增廣Lagrange方法是求解非線性規(guī)劃的一種有效方法.從一新的角度證明不等式約束非線性非光滑凸優(yōu)化問題的增廣Lagrange方法的收斂性.用常步長梯度法的收斂性定理證明基于增廣Lagrange函數(shù)的對偶問題的常步長梯度方法的收斂性,由此得到增廣Lagrange方法乘子迭代的全局收斂性.
[Abstract]:The augmented Lagrange method is an effective method for solving nonlinear programming. The convergence of the augmented Lagrange method for inequality constrained nonlinear nonsmooth convex optimization problems is proved from a new point of view. By using the convergence theorem of the constant step size gradient method, the convergence of the constant step size gradient method based on the dual problem of augmented Lagrange function is proved, and the global convergence of the multiplier iteration of the augmented Lagrange method is obtained.
【作者單位】： 華僑大學(xué)數(shù)學(xué)科學(xué)學(xué)院;
【基金】：國家自然科學(xué)基金(Nos.91330206,11571059) 福建省中青年教師教育科研項目(No.JAT160024)
【分類號】：O224
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本文編號：2222795