非光滑函数的连续最小化方法

2015 International Conference "Stability and Control Processes" in Memory of V.I. Zubov (SCP) Pub Date : 2015-12-03 DOI:10.1109/SCP.2015.7342133

L. Polyakova, V. Karelin

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引用次数: 4

摘要

研究了一类非光滑函数(即连续次可微函数)的函数极小化方法。它通过在连续次微分上投影零元来确定下降方向。从Armijo条件或从一维优化计算阶跃乘子。证明了收敛性定理。

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On a continuous method for minimizing of nonsmooth functions

A method for minimizing of functions from one class of nonsmooth functions (namely, continuously hypodifferentiable functions) is considered. In it a direction of descent is found by projecting the zero element on a continuous hypodifferential. Step multipliers are calculated either from the Armijo condition or from a one-dimensional optimization. Theorems of convergence are proved.

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2015 International Conference "Stability and Control Processes" in Memory of V.I. Zubov (SCP)

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