摘要
利用拟可微函数的方向可微性及拟微分的性质来构造其二阶近似,本文给出了极小拟可微函数的二阶方法;并在假设拟微分为Housdorff连续的条件下证明了所给算法的全局收敛性。该算法结构简单,并在计算量、可实现性等方面优于已有算法,由此改进了已有的特殊性结果。
Abstract After constructing second order approximations of quasidifferentiable functions by using their directional differentiability and properties of quasidifferentials, a second-order method for minimizing quasidifferentiable functions is derived and its global convergence is proved under the condition that the quasidifferential is Hausdorff continuous. The advatanges of this algorithm is that it is simple in structure and is more efficient than the relevant algorithms in implementation, computational amount, etc., thus improving the available special results.
出处
《工程数学学报》
CSCD
1995年第2期84-88,共5页
Chinese Journal of Engineering Mathematics