A SQP METHOD FOR MINIMIZING A CLASS OF NONSMOOTH FUNCTIONS  

作　　者：孙小玲 张连生 白延琴 

机构地区：[1]Department of Mathematics,Shanghai University,Shanghai Jiading,Shanhai 201800,PRC. [2]Department of Mathematics,Shanghai university,Shanghai Jiading,Shanhai 201800,PRC.

出　　处：《Numerical Mathematics A Journal of Chinese Universities(English Series)》1996年第2期139-146,共8页

摘　　要：In this paper,we present a successive quadratic programming(SQP)method for minimizing a class of nonsmooth functions,which are the sum of a convex function and a nonsmooth composite function.The method generates new iterations by using the Armijo-type line search technique after having found the search directions.Global convergence property is established under mild assumptions.Numerical results are also offered.In this paper,we present a successive quadratic programming(SQP)method for minimizing a class of nonsmooth functions,which are the sum of a convex function and a nonsmooth composite function.The method generates new iterations by using the Armijo-type line search technique after having found the search directions.Global convergence property is established under mild assumptions.Numerical results are also offered.

关 键 词：NONSMOOTH OPTIMIZATION SQP method GLOBAL convergence. 

分 类 号：O174[理学—数学]