arrow
返回

A filter-variable-metric method for nonsmooth convex constrained optimization

delete2009-02-01
delete9
PRE
AI
彭
彭叶辉 (Yehui Peng) *
H
Heying Feng
Q
Qiyong Li
DOI:10.1016/j.amc.2008.11.019delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
We propose an algorithm for solving nonsmooth convex constrained problems, which combines the ideas of the variable metric methods with the filter strategy for evaluating candidate points. The resulted algorithm inherits some attractive features from both approaches. On the one hand, the time-consuming quadratic programming sub-problems do not need to be solved. On the other hand, the dominance concept of multiobjective optimization was used and the new iterate must satisfy so-called filter criterion. Some encouraging preliminary computational results are reported. Crown Copyright (C) 2008 Published by Elsevier Inc. All rights reserved.
Keyword:
Constrained optimization
Nonsmooth optimization
Convex optimization
Variable metric method
Filter method

期刊

Applied Mathematics and Computation 封面图
Applied Mathematics and Computation
IF:
3.4
论文数:
2.3W
被引数:
3.3W

机构

C
Central South University
学者数:
10.0W
论文数: 7.2W
被引数: 10.9W
H
Huaihua University
学者数:
912
论文数: 516
被引数: 612
引用论文

引用论文

err
IF0
err
err0
PREAI
err
err分享
err收藏
err分享
err收藏
Decreased magnitude of heart rate spectral components in coronary artery disease. Its relation to angiographic severity.
err1990-04-01
err0
errOAAI
errJ Hayano; Y Sakakibara; M Yamada; N Ohte; T Fujinami; K Yokoyama; Y Watanabe; K Takata
err分享
err收藏
err
IF0
err
err0
PREAI
err
err分享
err收藏
学者 查看更多内容