摘要
讨论了求解非线性l1问题的一种新的光滑函数法.通过对非线性l1问题模型的转化,将该问题化为一个不可微优化问题,据此提出了基于BFGS迭代的非线性l1问题的光滑函数法,介绍了非线性l1问题的光滑函数的有关性质、算法步骤及其收敛性.数值仿真显示了提出的光滑函数方法可以避免数值计算的溢出,具有一定的有效性.
A novel smoothing function method for nonlinear l1 problem is given.The model of nonlinear l1 problem is converted and an unconstraint nondi？erentiable problem is obtained.A di？erentiable function is given to solve the nondi？erentiable problem basing on BFGS method.Some properties of new approximate function are presented and then global convergence are given according to the algorithm.Numerical examples are given to show the e？ciency of the method and the approximate function avoids the numerical over？ow.
出处
《纯粹数学与应用数学》
CSCD
2010年第4期554-558,共5页
Pure and Applied Mathematics
基金
北京市自然科学基金(4082012)
