求解约束线性l_1问题的光滑化广义有效集方法(Ⅰ)  

A Smoothing Generalized Active set Method for Solving Linear l 1 Problem with Constraints

作　　者：陈志平[1] 徐成贤[1] 张忠秀[2] 

机构地区：[1]西安交通大学理学院 [2]海军航空技术学院

出　　处：《工程数学学报》1998年第1期9-16,共8页Chinese Journal of Engineering Mathematics

摘　　要：对约束线性ｌ１问题，根据目标函数的结构特点将原问题转化为一个与其局部等价的、同规模的可微优化问题．对这一目标函数与约束函数均随迭代而变化的问题，通过推广通常的有效集方法，给出了求解它的一个投影广义有效集算法。Abstract The linear l l problem with constraints is converted into a differentiable optimization problem which is locally equivalent to and has the same scale as the original problem basing on the structure property of its objective function. For the converted problem whose objective function and constraint functions may vary with iterations, a generalized active set algorithm is derived by extending the usual active set method, the finite termination of the algorithm is proved under weak conditions.

关 键 词：线性l1问题 有效集方法 非退化 有限终止性 

分 类 号：O221.2[理学—运筹学与控制论] O224[理学—数学]