過(guò)濾器SLP方法求解大規(guī)模非光滑約束問(wèn)題.pdf

1、聲明本學(xué)位論文是我在導(dǎo)師的指導(dǎo)下取得的研究成果，盡我所知，在本學(xué)位論文中，除了加以標(biāo)注和致謝的部分外，不包含其他人己經(jīng)發(fā)表或公布過(guò)的研究成果，也不包含我為獲得任何教育機(jī)構(gòu)的學(xué)位或?qū)W歷而使用過(guò)的材料。與我一同工作的同事對(duì)本學(xué)位論文做出的貢獻(xiàn)均己在論文中作了明確的說(shuō)明。研究生簽名：瑚lq年3月31日學(xué)位論文使用授權(quán)聲明南京理工大學(xué)有權(quán)保存本學(xué)位論文的電子和紙質(zhì)文檔，可以借閱或上網(wǎng)公布本學(xué)位論文的部分或全部?jī)?nèi)容，可以向有關(guān)部門(mén)或機(jī)構(gòu)送交并授權(quán)

2、其保存、借閱或上網(wǎng)公布本學(xué)位論文的部分或全部?jī)?nèi)容。對(duì)于保密論文，按保密的有關(guān)規(guī)定和程序處理。研究生簽名：陽(yáng)／爭(zhēng)年弓月3J日Abstract碩士論文AbstractNonsmoothoptimizationproblemsareconventionallysolvedbyintroducingpenaltyfunction，whichsimultaneouslymakeshardthechoiceofsuitablepenaltypara

3、metersandfartherbigtheconditionnumberoftheHessianmatrixthatleadstoinstabilityinthecomputationThispapertakesnewtechniquefilterandnewapproachesforsolvingnonsmoothoptimizationproblemswithoutpenaltyfunctionAnewkindofalgorith

4、msisestablishedunderconsiderationoffollowingthreedevelopments(1)TakeSLPsubprobleminsteadofSQPsubproblemThispaperuseslinearmodeltoapproachconstrainedconditions，fulthersolvesLPsubproblemsinsteadofQPsubproblemsofconventiona

5、lcomputationThatleadsalleffectiveestimationforsearchingiterativedirection，andespeciallyinexpensivecomputationforlargescaleandcomplicatedoptimization(2)UpdatethebundlesetbyreslrictingthenumberofsubgradientsOneside，thebund

6、leisaccumulatedbytakinganumberofnullstepsatwhichthecurrentpointremainsunchangedbutnewsubgradientinformationisaddedtothebundleThenullstepscarlenhancethelinearprogramatthenextiterationandpromoteglobalconvergenceOntheothers

7、ide，thebundleisupdatedbysettingasuitablefixedanglebetweenthesubgradientofauxiliarypointsandthesubgradientofthecurrentseriouspointThisapproachcontrolsthenumbersofsubgradientsinbundleanddecreasesinvalidityaboutcomputationo

8、fsubgradientsinthebundle(3)ThispaperdiscussesthedetailsonthefeasiblerestorationofSLPsubproblems，whichintheorysupportstheimplementationofthisalgorithmCombinationofthethreethingsaboveleadsournewalgorithm，anditsglobalconver