张立卫Liwei Zhang

(教授)

 博士生导师  硕士生导师
学位:博士
性别:男
毕业院校:大连理工大学
所在单位:数学科学学院
电子邮箱:lwzhang@dlut.edu.cn

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A SUBGRADIENT-BASED CONVEX APPROXIMATIONS METHOD FOR DC PROGRAMMING AND ITS APPLICATIONS

发表时间:2019-03-13 点击次数:

论文名称:A SUBGRADIENT-BASED CONVEX APPROXIMATIONS METHOD FOR DC PROGRAMMING AND ITS APPLICATIONS
论文类型:期刊论文
第一作者:Gu, Jian
通讯作者:Gu, J (reprint author), Dalian Ocean Univ, Sch Sci, Dalian 116023, Peoples R China.
合写作者:Xiao, Xiantao,Zhang, Liwei
发表刊物:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
收录刊物:SCIE、Scopus
卷号:12
期号:4
页面范围:1349-1366
ISSN号:1547-5816
关键字:DC programming; convex program; stationary point; set-valued analysis; convergence
摘要:We consider an optimization problem that minimizes a function of the form f = f(0) + f(1) - f(2) with the constraint g-h <= 0, where f(0) is continuous differentiable, f(1), f(2) are convex and g,h are lower semicontinuous convex. We propose to solve the problem by an inexact subgradient-based convex approximations method. Under mild assumptions, we show that the method is guaranteed to converge to a stationary point. Finally, some preliminary numerical results are given.
发表时间:2016-10-01